+179.2%
NEM vs WDAY
+296.8%
-117.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | -5.9% | -4.8% | -1.1% | -5.6% |
| 30D | -2.6% | +2.5% | -5.0% | -2.7% |
| 3M | -4.2% | +8.8% | -13.0% | -4.9% |
| 6M | -5.5% | +60.7% | -66.2% | -8.9% |
| YTD | +13.5% | -11.2% | +24.8% | +14.2% |
| 1Y | +22.2% | -15.6% | +37.8% | +23.3% |
| 3Y | +249.0% | -17.1% | +266.1% | +249.0% |
| 5Y | +120.1% | -35.7% | +155.8% | +119.6% |
| 10Y | +356.3% | +130.4% | +225.9% | +326.3% |
| All | +179.2% | +296.8% | -117.6% | +166.2% |
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