-32.9%
WDAY vs NVTS
-17.0%
-15.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.1% |
| 7D | -7.4% | +3.5% | -10.9% | -7.6% |
| 30D | +1.0% | -11.9% | +12.9% | +1.5% |
| 3M | +32.7% | -49.2% | +81.9% | +36.7% |
| 6M | +25.6% | +38.4% | -12.8% | +17.4% |
| YTD | -13.4% | +62.5% | -75.8% | -20.9% |
| 1Y | -19.4% | +101.4% | -120.8% | -28.9% |
| 3Y | -25.8% | +40.4% | -66.2% | -35.0% |
| All | -32.9% | -17.0% | -15.9% | -43.2% |
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