+342.6%
NOK vs WDAY
+308.8%
+33.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.6% | -3.0% |
| 7D | +5.4% | +1.8% | +3.5% | +5.0% |
| 30D | -14.1% | +4.1% | -18.2% | -14.9% |
| 3M | -23.6% | -4.8% | -18.7% | -23.5% |
| 6M | -45.1% | +68.6% | -113.8% | -51.5% |
| YTD | +24.7% | -8.5% | +33.3% | +23.7% |
| 1Y | +19.0% | -12.1% | +31.1% | +18.9% |
| 3Y | +147.0% | -13.2% | +160.2% | +140.4% |
| 5Y | +58.2% | -33.7% | +91.9% | +58.2% |
| 10Y | +122.3% | +137.4% | -15.2% | +58.4% |
| All | +342.6% | +308.8% | +33.7% | +186.3% |
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 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