+4.4%
WDAY vs NVDL
+2,480.8%
-2,476.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.2% |
| 7D | -10.5% | -8.7% | -1.9% | -10.0% |
| 30D | +2.1% | -1.3% | +3.4% | +2.0% |
| 3M | +34.6% | +11.4% | +23.3% | +32.3% |
| 6M | +29.9% | +22.9% | +7.0% | +25.5% |
| YTD | -13.8% | +15.4% | -29.2% | -16.7% |
| 1Y | -18.3% | +18.8% | -37.0% | -21.9% |
| 3Y | -26.2% | +641.4% | -667.5% | -49.6% |
| All | +4.4% | +2,480.8% | -2,476.4% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling