+111.5%
WDAY vs NOC
+192.5%
-81.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -10.5% | -1.8% | -8.8% | -10.2% |
| 30D | +2.1% | -9.4% | +11.6% | +4.2% |
| 3M | +34.6% | -3.8% | +38.5% | +35.6% |
| 6M | +29.9% | -28.8% | +58.7% | +38.9% |
| YTD | -13.8% | -7.9% | -5.9% | -13.4% |
| 1Y | -18.3% | -9.0% | -9.2% | -17.7% |
| 3Y | -26.2% | +29.1% | -55.2% | -33.2% |
| 5Y | -30.8% | +58.9% | -89.8% | -43.4% |
| All | +111.5% | +192.5% | -81.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling