+25.6%
WDAY vs NVDL
+40.4%
-14.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.3% |
| 7D | -7.4% | -0.8% | -6.5% | -7.4% |
| 30D | +1.0% | +3.4% | -2.4% | +1.6% |
| 3M | +32.7% | +8.1% | +24.6% | +36.9% |
| 6M | +25.6% | +31.9% | -6.3% | +32.2% |
| All | +25.6% | +40.4% | -14.8% | +32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling