-26.2%
WDAY vs NUE
+60.7%
-87.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -7.4% | -2.3% | -5.1% | -7.0% |
| 30D | +1.0% | -6.1% | +7.1% | +2.1% |
| 3M | +32.7% | +1.7% | +31.0% | +31.9% |
| 6M | +25.6% | +53.1% | -27.5% | +14.5% |
| YTD | -13.4% | +59.0% | -72.4% | -22.2% |
| 1Y | -19.4% | +85.3% | -104.7% | -30.7% |
| All | -26.2% | +60.7% | -87.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling