+28.0%
NU vs WDAY
-30.3%
+58.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.0% | +8.7% | +10.5% |
| 7D | +9.9% | +1.8% | +8.1% | +9.2% |
| 30D | -11.5% | +4.1% | -15.5% | -13.0% |
| 3M | -5.1% | -4.8% | -0.3% | -4.1% |
| 6M | +3.1% | +68.6% | -65.5% | -22.8% |
| YTD | -21.0% | -8.5% | -12.5% | -20.1% |
| 1Y | -15.2% | -12.1% | -3.1% | -12.8% |
| 3Y | +56.4% | -13.2% | +69.6% | +50.7% |
| All | +28.0% | -30.3% | +58.2% | +54.3% |
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