+504.6%
NOW vs WDAY
+127.1%
+377.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.8% |
| 7D | -3.1% | -4.0% | +0.9% | -0.3% |
| 30D | -27.0% | +1.9% | -29.0% | -27.3% |
| 3M | -17.7% | +5.9% | -23.6% | -21.7% |
| 6M | +12.7% | +48.8% | -36.1% | -15.7% |
| YTD | -32.9% | -11.4% | -21.5% | -27.5% |
| 1Y | -40.4% | -15.5% | -24.9% | -33.6% |
| 3Y | -17.1% | -15.6% | -1.5% | -12.1% |
| 5Y | -25.7% | -35.2% | +9.5% | -7.0% |
| 10Y | +504.6% | +123.9% | +380.8% | +230.5% |
| All | +504.6% | +127.1% | +377.5% | +230.5% |
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