-33.5%
WDAY vs NUE
+143.0%
-176.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +3.8% |
| 7D | +1.8% | +2.8% | -0.9% | +1.1% |
| 30D | +4.1% | -2.1% | +6.2% | +4.3% |
| 3M | -4.8% | -7.3% | +2.5% | -3.7% |
| 6M | +68.6% | +8.9% | +59.8% | +63.5% |
| YTD | -8.5% | +55.6% | -64.1% | -19.9% |
| 1Y | -12.1% | +74.7% | -86.8% | -25.6% |
| 3Y | -13.2% | +71.7% | -84.9% | -28.8% |
| All | -33.5% | +143.0% | -176.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling