-26.6%
WDAY vs NVDL
+626.5%
-653.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.2% |
| 7D | -10.5% | -8.7% | -1.9% | -10.1% |
| 30D | +2.1% | -1.3% | +3.4% | +2.0% |
| 3M | +34.6% | +11.4% | +23.3% | +32.7% |
| 6M | +29.9% | +22.9% | +7.0% | +26.1% |
| YTD | -13.8% | +15.4% | -29.2% | -16.3% |
| 1Y | -18.3% | +18.8% | -37.0% | -21.4% |
| All | -26.6% | +626.5% | -653.1% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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