-15.8%
WDAY vs NVTS
+53.9%
-69.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | -0.2% |
| 7D | -4.8% | +21.6% | -26.4% | -4.9% |
| 30D | +2.5% | -8.5% | +11.0% | +2.5% |
| 3M | +8.8% | -31.4% | +40.1% | +9.1% |
| 6M | +60.7% | -50.3% | +111.1% | +61.3% |
| YTD | -11.2% | +33.9% | -45.1% | -14.4% |
| 1Y | -15.6% | +10.6% | -26.3% | -18.2% |
| All | -15.8% | +53.9% | -69.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 3y: compounded portfolio wealth divided by compounded NVTS 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…
3y analysis · Full analysis span regression · 6 months rolling