+102.7%
NOK vs WDAY
-31.5%
+134.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.0% |
| 7D | +9.3% | -7.4% | +16.7% | +10.2% |
| 30D | +17.9% | +1.0% | +16.8% | +17.1% |
| 3M | -22.3% | +32.7% | -55.0% | -26.2% |
| 6M | +36.4% | +25.6% | +10.8% | +30.0% |
| YTD | +66.3% | -13.4% | +79.7% | +72.3% |
| 1Y | +134.4% | -19.4% | +153.8% | +145.8% |
| 3Y | +186.6% | -25.8% | +212.4% | +195.3% |
| 5Y | +102.7% | -31.1% | +133.8% | +104.3% |
| All | +102.7% | -31.5% | +134.2% | +104.3% |
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