-25.7%
WDAY vs NVTS
+45.8%
-71.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -4.9% |
| 7D | -6.1% | +9.7% | -15.8% | -6.2% |
| 30D | +3.7% | -13.6% | +17.3% | +3.9% |
| 3M | +29.6% | -51.0% | +80.6% | +31.1% |
| 6M | +23.3% | +46.3% | -23.0% | +19.4% |
| YTD | -13.3% | +68.1% | -81.3% | -16.8% |
| 1Y | -19.6% | +113.9% | -133.5% | -24.1% |
| 3Y | -25.7% | +45.3% | -71.0% | -18.3% |
| All | -25.7% | +45.8% | -71.5% | -18.3% |
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