+111.5%
WDAY vs NSC
+336.2%
-224.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -1.4% | -9.2% | -10.0% |
| 30D | +2.1% | -3.4% | +5.5% | +3.5% |
| 3M | +34.6% | +5.1% | +29.6% | +31.4% |
| 6M | +29.9% | +9.2% | +20.7% | +23.4% |
| YTD | -13.8% | +13.4% | -27.2% | -19.8% |
| 1Y | -18.3% | +20.8% | -39.1% | -26.1% |
| 3Y | -26.2% | +76.1% | -102.2% | -45.3% |
| 5Y | -30.8% | +45.3% | -76.1% | -44.7% |
| All | +111.5% | +336.2% | -224.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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