+180.8%
NOK vs WDAY
-25.9%
+206.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +8.7% | -10.5% | +19.3% | +8.5% |
| 30D | +12.5% | +2.1% | +10.4% | +12.4% |
| 3M | -20.7% | +34.6% | -55.4% | -20.6% |
| 6M | +36.2% | +29.9% | +6.3% | +36.8% |
| YTD | +64.1% | -13.8% | +78.0% | +73.5% |
| 1Y | +132.4% | -18.3% | +150.7% | +146.2% |
| All | +180.8% | -25.9% | +206.7% | +181.6% |
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