-59.2%
NKE vs WDAY
-25.7%
-33.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | -5.2% | +1.0% | -3.2% |
| 30D | -8.2% | +5.9% | -14.1% | -9.3% |
| 3M | -19.1% | +42.3% | -61.3% | -24.6% |
| 6M | -32.6% | +34.7% | -67.4% | -37.0% |
| YTD | -40.7% | -13.5% | -27.2% | -39.2% |
| 1Y | -48.9% | -18.1% | -30.8% | -47.2% |
| 3Y | -59.2% | -26.4% | -32.9% | -58.9% |
| All | -59.2% | -25.7% | -33.6% | -58.9% |
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 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