+47.4%
WDAY vs NVT
+694.8%
-647.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -10.5% | +2.0% | -12.6% | -11.1% |
| 30D | +2.1% | -7.2% | +9.3% | +3.5% |
| 3M | +34.6% | -0.9% | +35.5% | +31.5% |
| 6M | +29.9% | +42.6% | -12.7% | +11.0% |
| YTD | -13.8% | +52.9% | -66.7% | -28.9% |
| 1Y | -18.3% | +64.5% | -82.7% | -34.8% |
| 3Y | -26.2% | +178.0% | -204.1% | -55.0% |
| 5Y | -30.8% | +402.8% | -433.6% | -67.7% |
| All | +47.4% | +694.8% | -647.4% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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