-26.2%
WDAY vs NI
+70.0%
-96.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.2% |
| 7D | -7.4% | +1.3% | -8.6% | -7.3% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | +32.7% | -9.5% | +42.1% | +32.6% |
| 6M | +25.6% | -10.2% | +35.8% | +25.3% |
| YTD | -13.4% | +1.8% | -15.2% | -15.4% |
| 1Y | -19.4% | +5.7% | -25.0% | -21.9% |
| All | -26.2% | +70.0% | -96.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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