-31.1%
WDAY vs NOC
+55.2%
-86.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -7.4% | -1.6% | -5.8% | -7.3% |
| 30D | +1.0% | -10.4% | +11.4% | +1.6% |
| 3M | +32.7% | -5.6% | +38.3% | +33.0% |
| 6M | +25.6% | -30.4% | +56.0% | +27.7% |
| YTD | -13.4% | -8.5% | -4.9% | -13.6% |
| 1Y | -19.4% | -8.3% | -11.0% | -19.6% |
| 3Y | -25.8% | +28.2% | -54.0% | -28.5% |
| 5Y | -31.1% | +56.7% | -87.8% | -32.0% |
| All | -31.1% | +55.2% | -86.3% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling