+157.7%
NEM vs WDAY
-31.5%
+189.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +3.1% | -7.4% | +10.4% | +3.5% |
| 30D | +10.0% | +1.0% | +9.0% | +9.9% |
| 3M | +30.9% | +32.7% | -1.8% | +28.5% |
| 6M | +10.5% | +25.6% | -15.1% | +9.0% |
| YTD | +29.7% | -13.4% | +43.1% | +33.5% |
| 1Y | +71.1% | -19.4% | +90.5% | +77.1% |
| 3Y | +252.1% | -25.8% | +277.9% | +260.1% |
| 5Y | +157.7% | -31.1% | +188.8% | +136.3% |
| All | +157.7% | -31.5% | +189.3% | +136.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling