-30.8%
WDAY vs NVMI
+263.1%
-293.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -10.5% | +3.8% | -14.3% | -11.1% |
| 30D | +2.1% | -7.6% | +9.7% | +3.0% |
| 3M | +34.6% | -28.0% | +62.6% | +38.8% |
| 6M | +29.9% | -15.3% | +45.2% | +26.4% |
| YTD | -13.8% | +11.5% | -25.3% | -23.6% |
| 1Y | -18.3% | +31.6% | -49.9% | -31.8% |
| 3Y | -26.2% | +207.0% | -233.1% | -60.8% |
| 5Y | -30.8% | +262.8% | -293.7% | -66.8% |
| All | -30.8% | +263.1% | -293.9% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling