-18.1%
WDAY vs NTR
+39.1%
-57.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -5.2% | -1.3% | -3.9% | -5.2% |
| 30D | +5.9% | +16.8% | -10.8% | +7.0% |
| 3M | +42.3% | +20.7% | +21.5% | +43.8% |
| 6M | +34.7% | +0.5% | +34.2% | +35.3% |
| YTD | -13.5% | +29.2% | -42.7% | -13.0% |
| 1Y | -18.1% | +39.6% | -57.7% | -18.3% |
| All | -18.1% | +39.1% | -57.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling