+281.4%
WDAY vs NBIX
+1,915.7%
-1,634.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -5.2% | +0.4% | -5.5% | -5.2% |
| 30D | +5.9% | -0.2% | +6.1% | +5.8% |
| 3M | +42.3% | -4.0% | +46.3% | +43.0% |
| 6M | +34.7% | +20.6% | +14.1% | +29.0% |
| YTD | -13.5% | +10.1% | -23.7% | -16.0% |
| 1Y | -18.1% | +8.8% | -26.9% | -20.5% |
| 3Y | -26.4% | +42.5% | -68.9% | -33.8% |
| 5Y | -30.6% | +61.5% | -92.1% | -39.8% |
| 10Y | +112.9% | +217.6% | -104.7% | +60.7% |
| All | +281.4% | +1,915.7% | -1,634.3% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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