+45.4%
NU vs WDAY
-34.3%
+79.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -4.2% | -10.5% | +6.3% | +0.2% |
| 30D | +10.0% | +2.1% | +7.9% | +7.6% |
| 3M | +29.3% | +34.6% | -5.4% | +9.4% |
| 6M | +0.9% | +29.9% | -29.0% | -15.0% |
| YTD | -10.3% | -13.8% | +3.5% | -6.6% |
| 1Y | -3.2% | -18.3% | +15.1% | +2.8% |
| 3Y | +120.6% | -26.2% | +146.7% | +134.1% |
| All | +45.4% | -34.3% | +79.7% | +80.4% |
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 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