-29.4%
WDAY vs NVTS
-15.6%
-13.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.3% | -11.7% | -5.7% |
| 7D | -4.4% | +2.7% | -7.1% | -4.5% |
| 30D | +14.7% | -4.5% | +19.2% | +14.8% |
| 3M | +32.4% | -61.5% | +93.9% | +38.8% |
| 6M | +36.9% | +28.0% | +8.9% | +28.7% |
| YTD | -8.8% | +65.3% | -74.1% | -16.8% |
| 1Y | -15.3% | +113.0% | -128.3% | -25.6% |
| 3Y | -21.2% | +34.7% | -55.9% | -30.1% |
| All | -29.4% | -15.6% | -13.8% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling