-25.7%
WDAY vs NOC
+26.5%
-52.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -4.9% |
| 7D | -6.1% | -2.7% | -3.4% | -6.0% |
| 30D | +3.7% | -8.9% | +12.6% | +4.0% |
| 3M | +29.6% | -3.7% | +33.3% | +29.7% |
| 6M | +23.3% | -30.8% | +54.1% | +24.2% |
| YTD | -13.3% | -7.9% | -5.3% | -14.0% |
| 1Y | -19.6% | -9.4% | -10.2% | -20.2% |
| 3Y | -25.7% | +29.0% | -54.6% | -30.7% |
| All | -25.7% | +26.5% | -52.2% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling