+112.2%
WDAY vs NUE
+599.8%
-487.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | -0.1% |
| 7D | -5.2% | -0.6% | -4.5% | -5.0% |
| 30D | +5.9% | -4.6% | +10.5% | +7.1% |
| 3M | +42.3% | -0.3% | +42.6% | +41.8% |
| 6M | +34.7% | +51.9% | -17.2% | +18.9% |
| YTD | -13.5% | +60.0% | -73.5% | -25.3% |
| 1Y | -18.1% | +82.9% | -101.0% | -32.1% |
| 3Y | -26.4% | +66.0% | -92.3% | -39.1% |
| 5Y | -30.6% | +149.0% | -179.5% | -51.0% |
| All | +112.2% | +599.8% | -487.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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