-26.6%
WDAY vs NTRA
+502.5%
-529.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -10.5% | -0.5% | -10.1% | -10.5% |
| 30D | +2.1% | +4.3% | -2.2% | +1.2% |
| 3M | +34.6% | +50.6% | -16.0% | +24.0% |
| 6M | +29.9% | +63.9% | -34.0% | +17.0% |
| YTD | -13.8% | +42.4% | -56.2% | -20.5% |
| 1Y | -18.3% | +92.1% | -110.4% | -28.9% |
| All | -26.6% | +502.5% | -529.1% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling