+291.5%
WDAY vs NTAP
+779.9%
-488.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -4.8% | +9.9% | -14.6% | -8.2% |
| 30D | +2.5% | -22.1% | +24.6% | +11.6% |
| 3M | +8.8% | -7.7% | +16.5% | +9.8% |
| 6M | +60.7% | +60.9% | -0.2% | +28.1% |
| YTD | -11.2% | +76.4% | -87.7% | -32.2% |
| 1Y | -15.6% | +69.3% | -85.0% | -34.5% |
| 3Y | -17.1% | +154.6% | -171.7% | -47.6% |
| 5Y | -35.7% | +131.4% | -167.1% | -58.4% |
| 10Y | +130.4% | +600.9% | -470.5% | -8.8% |
| All | +291.5% | +779.9% | -488.4% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling