+302.1%
WDAY vs NVS
+378.3%
-76.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.5% |
| 7D | -4.4% | +4.0% | -8.4% | -6.1% |
| 30D | +14.7% | +3.6% | +11.1% | +12.8% |
| 3M | +32.4% | +7.8% | +24.6% | +27.2% |
| 6M | +36.9% | -0.2% | +37.1% | +35.6% |
| YTD | -8.8% | +19.6% | -28.4% | -18.1% |
| 1Y | -15.3% | +28.4% | -43.7% | -27.0% |
| 3Y | -21.2% | +76.2% | -97.4% | -44.6% |
| 5Y | -29.5% | +111.1% | -140.6% | -56.4% |
| 10Y | +120.0% | +224.3% | -104.2% | +3.0% |
| All | +302.1% | +378.3% | -76.2% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling