+32.1%
WDAY vs NIO
-36.7%
+68.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.2% |
| 7D | -4.4% | -13.0% | +8.7% | -3.0% |
| 30D | +14.7% | -18.3% | +33.0% | +17.2% |
| 3M | +32.4% | -33.2% | +65.6% | +38.0% |
| 6M | +36.9% | -21.5% | +58.4% | +39.1% |
| YTD | -8.8% | -25.5% | +16.6% | -7.1% |
| 1Y | -15.3% | -38.0% | +22.7% | -12.4% |
| 3Y | -21.2% | -65.5% | +44.2% | -17.1% |
| 5Y | -29.5% | -90.6% | +61.1% | -19.7% |
| All | +32.1% | -36.7% | +68.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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