-15.3%
WDAY vs NWSA
+5.5%
-20.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.2% |
| 7D | -4.4% | -1.9% | -2.5% | -3.1% |
| 30D | +14.7% | +4.6% | +10.2% | +11.1% |
| 3M | +32.4% | +13.2% | +19.1% | +21.7% |
| 6M | +36.9% | +27.0% | +9.9% | +18.9% |
| YTD | -8.8% | +16.8% | -25.7% | -16.7% |
| 1Y | -15.3% | +4.5% | -19.8% | -16.6% |
| All | -15.3% | +5.5% | -20.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling