-75.5%
NKE vs WDAY
-31.8%
-43.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.8% |
| 7D | -5.5% | -10.5% | +5.0% | -2.6% |
| 30D | -10.4% | +2.1% | -12.5% | -11.4% |
| 3M | -15.8% | +34.6% | -50.5% | -23.6% |
| 6M | -33.4% | +29.9% | -63.3% | -39.7% |
| YTD | -41.0% | -13.8% | -27.2% | -39.3% |
| 1Y | -49.1% | -18.3% | -30.8% | -47.0% |
| 3Y | -59.8% | -26.2% | -33.7% | -58.5% |
| 5Y | -75.5% | -30.8% | -44.7% | -76.1% |
| All | -75.5% | -31.8% | -43.7% | -76.1% |
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 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