-25.7%
WDAY vs NTAP
+153.4%
-179.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.8% | -5.6% |
| 7D | -6.1% | +3.3% | -9.4% | -7.2% |
| 30D | +3.7% | -0.2% | +3.9% | +3.5% |
| 3M | +29.6% | +11.4% | +18.2% | +23.3% |
| 6M | +23.3% | +88.7% | -65.3% | -4.4% |
| YTD | -13.3% | +78.9% | -92.2% | -31.8% |
| 1Y | -19.6% | +58.8% | -78.5% | -34.1% |
| 3Y | -25.7% | +153.5% | -179.2% | -56.1% |
| All | -25.7% | +153.4% | -179.1% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling