-26.1%
WDAY vs NWSA
+44.6%
-70.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -3.9% |
| 7D | -6.1% | -2.6% | -3.5% | -4.7% |
| 30D | +3.7% | +4.6% | -0.9% | +1.5% |
| 3M | +29.6% | +10.2% | +19.4% | +23.5% |
| 6M | +23.3% | +21.6% | +1.7% | +12.4% |
| YTD | -13.3% | +14.6% | -27.9% | -18.8% |
| 1Y | -19.6% | +0.4% | -20.0% | -20.5% |
| All | -26.1% | +44.6% | -70.8% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling