-26.6%
WDAY vs NRG
+198.7%
-225.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.6% |
| 7D | -10.5% | -0.2% | -10.4% | -10.5% |
| 30D | +2.1% | -6.8% | +8.9% | +2.0% |
| 3M | +34.6% | -7.1% | +41.8% | +33.6% |
| 6M | +29.9% | -27.6% | +57.5% | +30.2% |
| YTD | -13.8% | -29.2% | +15.4% | -13.9% |
| 1Y | -18.3% | -29.9% | +11.6% | -18.5% |
| All | -26.6% | +198.7% | -225.3% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling