+111.5%
WDAY vs NTAP
+591.7%
-480.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -10.5% | -1.0% | -9.6% | -10.3% |
| 30D | +2.1% | -7.5% | +9.6% | +5.0% |
| 3M | +34.6% | +14.6% | +20.0% | +25.9% |
| 6M | +29.9% | +91.0% | -61.1% | -2.2% |
| YTD | -13.8% | +73.7% | -87.5% | -32.9% |
| 1Y | -18.3% | +51.2% | -69.5% | -32.7% |
| 3Y | -26.2% | +146.1% | -172.3% | -52.4% |
| 5Y | -30.8% | +122.8% | -153.7% | -54.5% |
| All | +111.5% | +591.7% | -480.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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