+290.7%
WDAY vs NDAQ
+1,634.8%
-1,344.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +1.9% | +15.9% | -13.9% | -6.7% |
| 3M | +5.9% | +15.1% | -9.2% | -2.5% |
| 6M | +48.8% | +22.9% | +25.9% | +32.2% |
| YTD | -11.4% | +12.8% | -24.3% | -17.5% |
| 1Y | -15.5% | +26.0% | -41.5% | -26.1% |
| 3Y | -15.6% | +119.7% | -135.3% | -46.9% |
| 5Y | -35.2% | +65.4% | -100.6% | -52.7% |
| 10Y | +123.9% | +469.3% | -345.4% | -11.1% |
| All | +290.7% | +1,634.8% | -1,344.2% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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