+291.5%
WDAY vs NOC
+925.6%
-634.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -4.8% | +4.5% | -9.3% | -5.9% |
| 30D | +2.5% | +14.1% | -11.6% | -1.3% |
| 3M | +8.8% | -4.5% | +13.2% | +9.7% |
| 6M | +60.7% | -0.8% | +61.5% | +60.2% |
| YTD | -11.2% | -2.5% | -8.7% | -12.2% |
| 1Y | -15.6% | -0.1% | -15.5% | -17.2% |
| 3Y | -17.1% | +24.6% | -41.7% | -25.7% |
| 5Y | -35.7% | +65.6% | -101.3% | -50.3% |
| 10Y | +130.4% | +160.5% | -30.1% | +32.3% |
| All | +291.5% | +925.6% | -634.1% | +28.1% |
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 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