-30.9%
WDAY vs NTR
+46.2%
-77.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | -0.2% |
| 7D | -10.5% | -2.5% | -8.1% | -10.3% |
| 30D | +2.1% | +17.0% | -14.9% | 0.0% |
| 3M | +34.6% | +22.2% | +12.5% | +30.9% |
| 6M | +29.9% | +5.2% | +24.7% | +28.5% |
| YTD | -13.8% | +29.7% | -43.5% | -17.8% |
| 1Y | -18.3% | +39.4% | -57.7% | -23.2% |
| 3Y | -26.2% | +38.2% | -64.3% | -31.4% |
| All | -30.9% | +46.2% | -77.1% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling