+282.1%
WDAY vs NRG
+552.8%
-270.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.5% |
| 7D | -7.4% | +3.9% | -11.2% | -8.1% |
| 30D | +1.0% | -3.0% | +4.0% | +1.2% |
| 3M | +32.7% | -10.9% | +43.6% | +33.2% |
| 6M | +25.6% | -25.3% | +50.9% | +29.2% |
| YTD | -13.4% | -26.8% | +13.5% | -11.3% |
| 1Y | -19.4% | -23.3% | +3.9% | -18.9% |
| 3Y | -25.8% | +208.6% | -234.4% | -50.2% |
| 5Y | -31.1% | +194.1% | -225.2% | -54.0% |
| 10Y | +113.3% | +1,123.6% | -1,010.3% | +3.3% |
| All | +282.1% | +552.8% | -270.7% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling