+450.1%
NOK vs WDAY
+307.5%
+142.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.4% | +8.0% | +3.6% |
| 7D | -1.8% | -4.4% | +2.6% | -1.1% |
| 30D | +4.7% | +14.7% | -10.0% | +1.6% |
| 3M | -39.7% | +32.4% | -72.0% | -43.5% |
| 6M | +23.1% | +36.9% | -13.8% | +13.1% |
| YTD | +55.0% | -8.8% | +63.9% | +54.7% |
| 1Y | +118.0% | -15.3% | +133.3% | +120.1% |
| 3Y | +170.5% | -21.2% | +191.7% | +170.3% |
| 5Y | +84.9% | -29.5% | +114.4% | +83.5% |
| 10Y | +112.0% | +120.0% | -8.0% | +54.2% |
| All | +450.1% | +307.5% | +142.6% | +258.1% |
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 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