+60,052.8%
NVDA vs WDAY
+297.8%
+59,754.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.3% |
| 7D | -13.2% | -5.3% | -7.9% | -11.1% |
| 30D | -23.2% | +1.5% | -24.8% | -24.1% |
| 3M | -20.0% | +5.5% | -25.5% | -23.8% |
| 6M | -20.6% | +57.4% | -78.1% | -39.7% |
| YTD | -6.6% | -11.0% | +4.4% | -9.1% |
| 1Y | -9.8% | -15.8% | +5.9% | -10.3% |
| 3Y | +260.5% | -16.9% | +277.4% | +245.0% |
| 5Y | +474.2% | -35.3% | +509.4% | +511.2% |
| 10Y | +7,949.9% | +131.0% | +7,818.9% | +5,133.0% |
| All | +60,052.8% | +297.8% | +59,754.9% | +35,502.5% |
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