+145.1%
WDAY vs NTRA
+1,735.1%
-1,589.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | -7.4% | +1.6% | -9.0% | -7.7% |
| 30D | +1.0% | +3.8% | -2.7% | +0.1% |
| 3M | +32.7% | +48.2% | -15.6% | +21.3% |
| 6M | +25.6% | +61.0% | -35.4% | +12.1% |
| YTD | -13.4% | +44.2% | -57.6% | -21.2% |
| 1Y | -19.4% | +87.3% | -106.6% | -30.7% |
| 3Y | -25.8% | +509.4% | -535.2% | -51.9% |
| 5Y | -31.1% | +175.1% | -206.2% | -51.7% |
| 10Y | +113.3% | +3,203.1% | -3,089.8% | -7.1% |
| All | +145.1% | +1,735.1% | -1,589.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling