+48.4%
WDAY vs NVT
+732.7%
-684.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.2% | -9.0% | -5.9% |
| 7D | -6.1% | +10.4% | -16.5% | -8.5% |
| 30D | +3.7% | -1.3% | +5.0% | +3.4% |
| 3M | +29.6% | -0.6% | +30.2% | +26.8% |
| 6M | +23.3% | +53.8% | -30.4% | +3.2% |
| YTD | -13.3% | +60.2% | -73.4% | -29.3% |
| 1Y | -19.6% | +76.8% | -96.4% | -37.3% |
| 3Y | -25.7% | +191.2% | -216.9% | -55.2% |
| 5Y | -31.6% | +430.9% | -462.5% | -68.5% |
| All | +48.4% | +732.7% | -684.4% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling