-13.2%
WDAY vs NTAP
+148.4%
-161.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.6% | +3.8% |
| 7D | +1.8% | +7.2% | -5.4% | -0.5% |
| 30D | +4.1% | -18.4% | +22.4% | +10.2% |
| 3M | -4.8% | -11.3% | +6.5% | -3.0% |
| 6M | +68.6% | +53.8% | +14.9% | +38.1% |
| YTD | -8.5% | +72.0% | -80.5% | -28.6% |
| 1Y | -12.1% | +68.0% | -80.1% | -30.8% |
| 3Y | -13.2% | +149.5% | -162.7% | -46.1% |
| All | -13.2% | +148.4% | -161.6% | -46.1% |
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