-17.9%
WDAY vs NVD
-99.1%
+81.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | -5.2% | +10.8% | -16.0% | -4.6% |
| 30D | +5.9% | +0.8% | +5.2% | +6.2% |
| 3M | +42.3% | -20.8% | +63.1% | +40.7% |
| 6M | +34.7% | -41.2% | +75.9% | +30.9% |
| YTD | -13.5% | -44.2% | +30.7% | -16.1% |
| 1Y | -18.1% | -54.2% | +36.1% | -21.3% |
| 3Y | -26.4% | -99.1% | +72.8% | -47.5% |
| All | -17.9% | -99.1% | +81.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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