-51.9%
NVO vs WDAY
-25.9%
-26.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -7.4% | -10.5% | +3.2% | -5.7% |
| 30D | -5.5% | +2.1% | -7.6% | -6.1% |
| 3M | +4.1% | +34.6% | -30.5% | -1.9% |
| 6M | +19.3% | +29.9% | -10.6% | +12.4% |
| YTD | -9.2% | -13.8% | +4.6% | -8.1% |
| 1Y | -15.0% | -18.3% | +3.3% | -13.7% |
| All | -51.9% | -25.9% | -26.0% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling