-26.2%
WDAY vs NVD
-99.1%
+72.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | 0.0% |
| 7D | -7.4% | +0.5% | -7.9% | -7.3% |
| 30D | +1.0% | -9.3% | +10.3% | +0.6% |
| 3M | +32.7% | -22.1% | +54.8% | +31.2% |
| 6M | +25.6% | -45.8% | +71.4% | +21.3% |
| YTD | -13.4% | -46.7% | +33.3% | -16.2% |
| 1Y | -19.4% | -59.5% | +40.1% | -23.4% |
| All | -26.2% | -99.1% | +72.9% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling