+14,890.9%
NVDA vs WDAY
+115.3%
+14,775.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.3% | -7.4% | +7.0% | +3.5% |
| 30D | +2.8% | +1.0% | +1.8% | +0.3% |
| 3M | +7.4% | +32.7% | -25.2% | -12.6% |
| 6M | +22.6% | +25.6% | -3.0% | -0.7% |
| YTD | +20.1% | -13.4% | +33.5% | +19.5% |
| 1Y | +31.2% | -19.4% | +50.5% | +34.2% |
| 3Y | +391.7% | -25.8% | +417.5% | +398.6% |
| 5Y | +911.9% | -31.1% | +943.0% | +958.0% |
| All | +14,890.9% | +115.3% | +14,775.6% | +7,821.8% |
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