-33.5%
WDAY vs NSC
+31.3%
-64.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.7% | +3.6% |
| 7D | +1.8% | +2.5% | -0.6% | +0.9% |
| 30D | +4.1% | +1.7% | +2.4% | +3.3% |
| 3M | -4.8% | -2.6% | -2.3% | -4.1% |
| 6M | +68.6% | +6.4% | +62.2% | +63.6% |
| YTD | -8.5% | +15.5% | -24.0% | -15.1% |
| 1Y | -12.1% | +17.6% | -29.7% | -19.1% |
| 3Y | -13.2% | +75.0% | -88.2% | -36.1% |
| All | -33.5% | +31.3% | -64.8% | -44.9% |
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 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