-35.7%
WDAY vs NVTS
-48.0%
+12.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | 0.0% |
| 7D | -4.8% | +21.6% | -26.4% | -5.8% |
| 30D | +2.5% | -8.5% | +11.0% | +2.6% |
| 3M | +8.8% | -31.4% | +40.1% | +10.3% |
| 6M | +60.7% | -50.3% | +111.1% | +63.3% |
| YTD | -11.2% | +33.9% | -45.1% | -18.5% |
| 1Y | -15.6% | +10.6% | -26.3% | -21.5% |
| 3Y | -17.1% | +52.7% | -69.8% | -31.0% |
| 5Y | -35.7% | -48.5% | +12.8% | -46.6% |
| All | -35.7% | -48.0% | +12.4% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling