+921.2%
NVDA vs WDAY
-31.4%
+952.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | 0.0% |
| 7D | +3.8% | -6.1% | +9.9% | +6.4% |
| 30D | +0.8% | +3.7% | -2.9% | -2.3% |
| 3M | +8.2% | +29.6% | -21.4% | -7.5% |
| 6M | +27.1% | +23.3% | +3.8% | +8.8% |
| YTD | +21.2% | -13.3% | +34.5% | +25.8% |
| 1Y | +34.3% | -19.6% | +53.9% | +43.8% |
| 3Y | +396.3% | -25.7% | +421.9% | +421.1% |
| All | +921.2% | -31.4% | +952.6% | +1,076.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling