-17.7%
WDAY vs NVD
-99.2%
+81.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.7% | -4.6% |
| 7D | -6.1% | -7.7% | +1.6% | -6.5% |
| 30D | +3.7% | -5.8% | +9.5% | +3.5% |
| 3M | +29.6% | -23.2% | +52.8% | +28.0% |
| 6M | +23.3% | -49.7% | +73.1% | +18.5% |
| YTD | -13.3% | -47.7% | +34.4% | -16.2% |
| 1Y | -19.6% | -61.3% | +41.7% | -23.9% |
| 3Y | -25.7% | -99.2% | +73.5% | -47.2% |
| All | -17.7% | -99.2% | +81.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling