+112.2%
WDAY vs NVS
+179.5%
-67.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -5.2% | -14.3% | +9.1% | +0.7% |
| 30D | +5.9% | -10.0% | +15.9% | +10.1% |
| 3M | +42.3% | -10.9% | +53.2% | +48.3% |
| 6M | +34.7% | -12.0% | +46.7% | +40.3% |
| YTD | -13.5% | +2.5% | -16.1% | -16.8% |
| 1Y | -18.1% | +10.7% | -28.8% | -24.3% |
| 3Y | -26.4% | +53.3% | -79.7% | -44.2% |
| 5Y | -30.6% | +93.6% | -124.2% | -55.2% |
| All | +112.2% | +179.5% | -67.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling