+302.1%
WDAY vs NI
+539.8%
-237.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.2% |
| 7D | -4.4% | +2.0% | -6.4% | -4.9% |
| 30D | +14.7% | -3.5% | +18.3% | +15.8% |
| 3M | +32.4% | -9.1% | +41.5% | +35.6% |
| 6M | +36.9% | -11.8% | +48.7% | +40.7% |
| YTD | -8.8% | +1.1% | -9.9% | -10.5% |
| 1Y | -15.3% | +6.7% | -22.0% | -18.4% |
| 3Y | -21.2% | +71.1% | -92.3% | -35.9% |
| 5Y | -29.5% | +94.3% | -123.8% | -45.5% |
| 10Y | +120.0% | +135.8% | -15.7% | +56.2% |
| All | +302.1% | +539.8% | -237.7% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling