-26.6%
WDAY vs NVMI
+203.1%
-229.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | -10.5% | +3.8% | -14.3% | -10.5% |
| 30D | +2.1% | -7.6% | +9.7% | +2.1% |
| 3M | +34.6% | -28.0% | +62.6% | +34.7% |
| 6M | +29.9% | -15.3% | +45.2% | +26.8% |
| YTD | -13.8% | +11.5% | -25.3% | -20.0% |
| 1Y | -18.3% | +31.6% | -49.9% | -26.6% |
| All | -26.6% | +203.1% | -229.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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