+302.1%
WDAY vs NUE
+837.8%
-535.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.2% |
| 7D | -4.4% | +4.2% | -8.6% | -5.5% |
| 30D | +14.7% | -5.0% | +19.7% | +16.2% |
| 3M | +32.4% | -0.2% | +32.6% | +31.7% |
| 6M | +36.9% | +49.1% | -12.3% | +19.8% |
| YTD | -8.8% | +61.0% | -69.8% | -22.5% |
| 1Y | -15.3% | +82.5% | -97.8% | -31.1% |
| 3Y | -21.2% | +57.9% | -79.1% | -35.0% |
| 5Y | -29.5% | +146.6% | -176.1% | -52.0% |
| 10Y | +120.0% | +561.6% | -441.6% | -8.9% |
| All | +302.1% | +837.8% | -535.7% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling