-30.6%
WDAY vs NRG
+194.8%
-225.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -5.2% | -4.7% | -0.5% | -4.9% |
| 30D | +5.9% | -6.0% | +11.9% | +6.3% |
| 3M | +42.3% | -8.0% | +50.2% | +41.6% |
| 6M | +34.7% | -23.2% | +57.9% | +35.9% |
| YTD | -13.5% | -28.1% | +14.5% | -12.5% |
| 1Y | -18.1% | -27.3% | +9.2% | -17.7% |
| 3Y | -26.4% | +208.7% | -235.0% | -51.4% |
| All | -30.6% | +194.8% | -225.4% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling