-12.6%
NVDA vs WDAY
-12.5%
-0.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.1% | -1.8% |
| 7D | -12.7% | +1.8% | -14.6% | -12.6% |
| 30D | -26.4% | +4.1% | -30.5% | -26.1% |
| 3M | -27.6% | -4.8% | -22.8% | -27.8% |
| 6M | -27.7% | +68.6% | -96.4% | -23.8% |
| YTD | -12.5% | -8.5% | -3.9% | -8.3% |
| 1Y | -12.6% | -12.1% | -0.5% | -8.7% |
| All | -12.6% | -12.5% | -0.2% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling