-30.6%
WDAY vs NUE
+146.6%
-177.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.2% | 0.0% |
| 7D | -5.2% | -0.6% | -4.5% | -5.0% |
| 30D | +5.9% | -4.6% | +10.5% | +6.9% |
| 3M | +42.3% | -0.3% | +42.6% | +41.9% |
| 6M | +34.7% | +51.9% | -17.2% | +20.5% |
| YTD | -13.5% | +60.0% | -73.5% | -24.2% |
| 1Y | -18.1% | +82.9% | -101.0% | -31.0% |
| 3Y | -26.4% | +66.0% | -92.3% | -38.3% |
| All | -30.6% | +146.6% | -177.2% | -48.5% |
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