+180.4%
NEM vs WDAY
+308.8%
-128.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | +0.3% |
| 7D | -6.4% | +1.8% | -8.3% | -6.5% |
| 30D | +1.4% | +4.1% | -2.7% | +1.1% |
| 3M | -0.7% | -4.8% | +4.1% | -0.5% |
| 6M | -4.5% | +68.6% | -73.1% | -8.2% |
| YTD | +14.0% | -8.5% | +22.6% | +14.5% |
| 1Y | +27.3% | -12.1% | +39.4% | +28.2% |
| 3Y | +250.5% | -13.2% | +263.7% | +249.4% |
| 5Y | +121.1% | -33.7% | +154.8% | +120.2% |
| 10Y | +358.3% | +137.4% | +220.9% | +327.4% |
| All | +180.4% | +308.8% | -128.5% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling