+282.1%
WDAY vs NVMI
+4,742.6%
-4,460.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.1% |
| 7D | -7.4% | +6.9% | -14.3% | -9.2% |
| 30D | +1.0% | -2.8% | +3.9% | +1.3% |
| 3M | +32.7% | -27.3% | +60.0% | +39.8% |
| 6M | +25.6% | -13.7% | +39.3% | +21.6% |
| YTD | -13.4% | +13.8% | -27.2% | -25.5% |
| 1Y | -19.4% | +34.9% | -54.2% | -35.8% |
| 3Y | -25.8% | +213.5% | -239.3% | -62.6% |
| 5Y | -31.1% | +272.5% | -303.6% | -69.0% |
| 10Y | +113.3% | +3,142.4% | -3,029.1% | -58.8% |
| All | +282.1% | +4,742.6% | -4,460.5% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling