+287.9%
WDAY vs NTAP
+732.2%
-444.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -4.6% | -7.8% | +3.2% | -1.9% |
| 30D | +1.2% | -25.8% | +27.0% | +12.3% |
| 3M | +2.6% | -11.2% | +13.8% | +5.1% |
| 6M | +47.8% | +49.9% | -2.2% | +21.1% |
| YTD | -12.1% | +66.9% | -78.9% | -31.4% |
| 1Y | -17.1% | +58.8% | -76.0% | -34.1% |
| 3Y | -17.9% | +140.8% | -158.7% | -46.9% |
| 5Y | -35.1% | +115.0% | -150.1% | -56.8% |
| 10Y | +130.1% | +570.8% | -440.7% | -7.4% |
| All | +287.9% | +732.2% | -444.3% | +47.5% |
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