+79.6%
WDAY vs NTR
+97.9%
-18.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | +5.9% | +16.8% | -10.8% | +2.0% |
| 3M | +42.3% | +20.7% | +21.5% | +35.5% |
| 6M | +34.7% | +0.5% | +34.2% | +33.4% |
| YTD | -13.5% | +29.2% | -42.7% | -20.3% |
| 1Y | -18.1% | +39.6% | -57.7% | -26.3% |
| 3Y | -26.4% | +37.9% | -64.2% | -34.9% |
| 5Y | -30.6% | +47.1% | -77.7% | -44.3% |
| All | +79.6% | +97.9% | -18.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling