+138.6%
NOK vs WDAY
+114.9%
+23.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -5.2% | +16.1% | +11.8% |
| 30D | +7.8% | +5.9% | +1.9% | +6.2% |
| 3M | -21.0% | +42.3% | -63.3% | -27.0% |
| 6M | +40.9% | +34.7% | +6.2% | +30.1% |
| YTD | +72.0% | -13.5% | +85.6% | +74.2% |
| 1Y | +140.9% | -18.1% | +159.0% | +145.8% |
| 3Y | +194.3% | -26.4% | +220.6% | +199.0% |
| 5Y | +112.5% | -30.6% | +143.1% | +111.0% |
| All | +138.6% | +114.9% | +23.6% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling