+302.1%
WDAY vs NTAP
+775.6%
-473.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | +14.7% | -0.5% | +15.3% | +14.6% |
| 3M | +32.4% | +4.1% | +28.3% | +28.9% |
| 6M | +36.9% | +88.0% | -51.1% | +4.4% |
| YTD | -8.8% | +75.6% | -84.4% | -28.8% |
| 1Y | -15.3% | +58.9% | -74.2% | -31.3% |
| 3Y | -21.2% | +153.6% | -174.8% | -49.1% |
| 5Y | -29.5% | +127.6% | -157.2% | -53.3% |
| 10Y | +120.0% | +580.4% | -460.3% | -10.3% |
| All | +302.1% | +775.6% | -473.5% | +53.0% |
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