+96.0%
NKE vs WDAY
+287.7%
-191.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.5% |
| 7D | -0.1% | -6.1% | +6.0% | +1.5% |
| 30D | -7.7% | +3.7% | -11.4% | -8.9% |
| 3M | -10.9% | +29.6% | -40.5% | -17.6% |
| 6M | -31.9% | +23.3% | -55.2% | -36.9% |
| YTD | -38.6% | -13.3% | -25.3% | -37.9% |
| 1Y | -46.9% | -19.6% | -27.3% | -45.5% |
| 3Y | -58.2% | -25.7% | -32.5% | -57.2% |
| 5Y | -74.0% | -31.6% | -42.5% | -73.7% |
| 10Y | -21.6% | +109.9% | -131.5% | -40.8% |
| All | +96.0% | +287.7% | -191.6% | +32.7% |
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