-30.8%
WDAY vs NVT
+399.9%
-430.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -10.5% | +2.0% | -12.6% | -10.8% |
| 30D | +2.1% | -7.2% | +9.3% | +2.8% |
| 3M | +34.6% | -0.9% | +35.5% | +32.6% |
| 6M | +29.9% | +42.6% | -12.7% | +15.4% |
| YTD | -13.8% | +52.9% | -66.7% | -25.8% |
| 1Y | -18.3% | +64.5% | -82.7% | -31.7% |
| 3Y | -26.2% | +178.0% | -204.1% | -53.5% |
| 5Y | -30.8% | +402.8% | -433.6% | -68.9% |
| All | -30.8% | +399.9% | -430.7% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling