+2,019.7%
NOW vs WDAY
+307.5%
+1,712.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.4% | +2.4% | +0.7% |
| 7D | -2.4% | -4.4% | +2.0% | +0.5% |
| 30D | +20.5% | +14.7% | +5.8% | +7.9% |
| 3M | +18.3% | +32.4% | -14.0% | -4.1% |
| 6M | +24.1% | +36.9% | -12.8% | -0.5% |
| YTD | -7.8% | -8.8% | +1.1% | -2.9% |
| 1Y | -21.4% | -15.3% | -6.1% | -13.6% |
| 3Y | +19.5% | -21.2% | +40.7% | +32.0% |
| 5Y | +4.1% | -29.5% | +33.6% | +22.6% |
| 10Y | +826.4% | +120.0% | +706.4% | +396.1% |
| All | +2,019.7% | +307.5% | +1,712.3% | +718.4% |
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