+303.5%
WDAY vs NI
+616.7%
-313.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +1.8% | +4.3% | -2.5% | +0.6% |
| 30D | +4.1% | +12.4% | -8.3% | +0.7% |
| 3M | -4.8% | +10.2% | -15.0% | -7.5% |
| 6M | +68.6% | -0.8% | +69.4% | +68.1% |
| YTD | -8.5% | +13.2% | -21.8% | -13.1% |
| 1Y | -12.1% | +10.1% | -22.2% | -15.8% |
| 3Y | -13.2% | +103.1% | -116.3% | -32.9% |
| 5Y | -33.7% | +115.5% | -149.3% | -50.2% |
| 10Y | +137.4% | +195.5% | -58.1% | +57.7% |
| All | +303.5% | +616.7% | -313.2% | +109.0% |
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