+247.7%
NEM vs WDAY
-25.5%
+273.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.9% |
| 7D | +3.9% | -6.1% | +10.0% | +3.7% |
| 30D | +12.7% | +3.7% | +9.0% | +13.0% |
| 3M | +28.7% | +29.6% | -0.9% | +29.8% |
| 6M | +9.8% | +23.3% | -13.6% | +11.8% |
| YTD | +28.1% | -13.3% | +41.4% | +34.1% |
| 1Y | +69.3% | -19.6% | +89.0% | +77.9% |
| 3Y | +247.7% | -25.7% | +273.3% | +247.1% |
| All | +247.7% | -25.5% | +273.1% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WDAY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling