+279.3%
NVO vs WDAY
+287.2%
-7.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -4.7% | -7.4% | +2.7% | -3.5% |
| 30D | -5.4% | +1.0% | -6.5% | -5.9% |
| 3M | +7.0% | +32.7% | -25.7% | +1.0% |
| 6M | +17.6% | +25.6% | -8.0% | +11.3% |
| YTD | -8.0% | -13.4% | +5.3% | -7.3% |
| 1Y | -13.8% | -19.4% | +5.5% | -12.4% |
| 3Y | -50.3% | -25.8% | -24.5% | -49.6% |
| 5Y | +0.7% | -31.1% | +31.7% | +1.2% |
| 10Y | +155.6% | +113.3% | +42.3% | +104.3% |
| All | +279.3% | +287.2% | -7.9% | +155.9% |
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