+303.5%
WDAY vs NOC
+928.0%
-624.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +1.8% | +4.8% | -3.0% | +0.5% |
| 30D | +4.1% | +11.0% | -7.0% | +1.0% |
| 3M | -4.8% | -3.8% | -1.0% | -4.1% |
| 6M | +68.6% | +0.6% | +68.0% | +67.5% |
| YTD | -8.5% | -2.3% | -6.2% | -9.6% |
| 1Y | -12.1% | +0.3% | -12.4% | -13.9% |
| 3Y | -13.2% | +24.6% | -37.8% | -22.2% |
| 5Y | -33.7% | +66.0% | -99.7% | -48.8% |
| 10Y | +137.4% | +161.2% | -23.7% | +36.2% |
| All | +303.5% | +928.0% | -624.6% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling