-18.3%
WDAY vs NWSA
+1.3%
-19.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -10.5% | -4.8% | -5.8% | -7.5% |
| 30D | +2.1% | +3.0% | -0.9% | +0.3% |
| 3M | +34.6% | +9.3% | +25.3% | +26.6% |
| 6M | +29.9% | +23.2% | +6.7% | +15.1% |
| YTD | -13.8% | +13.3% | -27.2% | -19.6% |
| 1Y | -18.3% | +2.9% | -21.2% | -18.5% |
| All | -18.3% | +1.3% | -19.6% | -18.5% |
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