+14,551.4%
NVDA vs WDAY
+114.2%
+14,437.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | -4.3% | -10.5% | +6.2% | +1.1% |
| 30D | +0.5% | +2.1% | -1.6% | -2.5% |
| 3M | +9.1% | +34.6% | -25.6% | -12.0% |
| 6M | +18.5% | +29.9% | -11.4% | -5.9% |
| YTD | +17.4% | -13.8% | +31.2% | +17.1% |
| 1Y | +23.4% | -18.3% | +41.7% | +25.2% |
| 3Y | +380.6% | -26.2% | +406.7% | +388.6% |
| 5Y | +875.7% | -30.8% | +906.5% | +917.2% |
| All | +14,551.4% | +114.2% | +14,437.2% | +7,663.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling