+112.2%
WDAY vs NTRA
+3,199.2%
-3,087.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | +0.1% |
| 7D | -5.2% | +0.2% | -5.4% | -5.2% |
| 30D | +5.9% | +4.1% | +1.8% | +4.9% |
| 3M | +42.3% | +50.0% | -7.8% | +28.9% |
| 6M | +34.7% | +67.3% | -32.6% | +18.2% |
| YTD | -13.5% | +43.6% | -57.1% | -21.8% |
| 1Y | -18.1% | +89.2% | -107.3% | -30.5% |
| 3Y | -26.4% | +502.5% | -528.9% | -53.8% |
| 5Y | -30.6% | +173.8% | -204.4% | -52.4% |
| All | +112.2% | +3,199.2% | -3,087.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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