+302.1%
WDAY vs NOC
+861.8%
-559.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.7% |
| 7D | -4.4% | -5.2% | +0.8% | -2.9% |
| 30D | +14.7% | -7.2% | +21.9% | +17.0% |
| 3M | +32.4% | -5.1% | +37.5% | +34.1% |
| 6M | +36.9% | -31.1% | +68.0% | +50.9% |
| YTD | -8.8% | -8.6% | -0.3% | -8.0% |
| 1Y | -15.3% | -9.7% | -5.6% | -14.3% |
| 3Y | -21.2% | +24.3% | -45.5% | -29.7% |
| 5Y | -29.5% | +52.6% | -82.1% | -44.2% |
| 10Y | +120.0% | +183.6% | -63.6% | +17.6% |
| All | +302.1% | +861.8% | -559.7% | +34.2% |
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