+111.5%
WDAY vs NWSA
+148.8%
-37.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -10.5% | -4.8% | -5.8% | -8.5% |
| 30D | +2.1% | +3.0% | -0.9% | +0.9% |
| 3M | +34.6% | +9.3% | +25.3% | +29.9% |
| 6M | +29.9% | +23.2% | +6.7% | +18.8% |
| YTD | -13.8% | +13.3% | -27.2% | -18.4% |
| 1Y | -18.3% | +2.9% | -21.2% | -19.5% |
| 3Y | -26.2% | +43.3% | -69.5% | -37.8% |
| 5Y | -30.8% | +40.9% | -71.7% | -42.6% |
| All | +111.5% | +148.8% | -37.3% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling