+112.2%
WDAY vs NTRS
+259.9%
-147.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | -5.2% | +1.4% | -6.5% | -5.6% |
| 30D | +5.9% | -0.7% | +6.6% | +6.1% |
| 3M | +42.3% | +11.3% | +30.9% | +36.3% |
| 6M | +34.7% | +35.5% | -0.8% | +19.0% |
| YTD | -13.5% | +40.6% | -54.1% | -24.9% |
| 1Y | -18.1% | +49.2% | -67.3% | -30.5% |
| 3Y | -26.4% | +167.2% | -193.6% | -51.3% |
| 5Y | -30.6% | +94.9% | -125.5% | -49.3% |
| All | +112.2% | +259.9% | -147.7% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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