-31.1%
WDAY vs NSC
+44.1%
-75.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.4% |
| 7D | -7.4% | -2.0% | -5.3% | -6.7% |
| 30D | +1.0% | -3.2% | +4.2% | +2.1% |
| 3M | +32.7% | +3.9% | +28.7% | +30.4% |
| 6M | +25.6% | +7.8% | +17.8% | +20.7% |
| YTD | -13.4% | +13.4% | -26.8% | -18.9% |
| 1Y | -19.4% | +20.3% | -39.7% | -26.4% |
| 3Y | -25.8% | +76.1% | -101.8% | -45.3% |
| 5Y | -31.1% | +45.0% | -76.1% | -43.5% |
| All | -31.1% | +44.1% | -75.2% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling