+80.2%
WDAY vs NTR
+103.6%
-23.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.4% | -5.2% |
| 7D | -6.1% | +3.8% | -9.9% | -7.0% |
| 30D | +3.7% | +25.2% | -21.5% | -1.8% |
| 3M | +29.6% | +21.0% | +8.6% | +23.4% |
| 6M | +23.3% | +7.6% | +15.7% | +20.0% |
| YTD | -13.3% | +32.9% | -46.1% | -20.6% |
| 1Y | -19.6% | +43.1% | -62.7% | -28.2% |
| 3Y | -25.7% | +41.6% | -67.3% | -34.7% |
| 5Y | -31.6% | +54.8% | -86.3% | -45.9% |
| All | +80.2% | +103.6% | -23.4% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling