+112.2%
WDAY vs NRG
+1,083.9%
-971.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -5.2% | -4.7% | -0.5% | -4.4% |
| 30D | +5.9% | -6.0% | +11.9% | +6.8% |
| 3M | +42.3% | -8.0% | +50.2% | +41.8% |
| 6M | +34.7% | -23.2% | +57.9% | +37.6% |
| YTD | -13.5% | -28.1% | +14.5% | -11.2% |
| 1Y | -18.1% | -27.3% | +9.2% | -16.7% |
| 3Y | -26.4% | +208.7% | -235.0% | -54.3% |
| 5Y | -30.6% | +197.7% | -228.2% | -57.3% |
| All | +112.2% | +1,083.9% | -971.7% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 10y: compounded portfolio wealth divided by compounded NRG 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…
10y analysis · Full analysis span regression · 6 months rolling