-31.1%
WDAY vs NWSA
+40.1%
-71.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -7.4% | -3.1% | -4.3% | -5.7% |
| 30D | +1.0% | +4.3% | -3.3% | -1.2% |
| 3M | +32.7% | +9.2% | +23.4% | +26.8% |
| 6M | +25.6% | +21.6% | +4.0% | +13.2% |
| YTD | -13.4% | +14.2% | -27.6% | -19.5% |
| 1Y | -19.4% | +1.8% | -21.1% | -20.4% |
| 3Y | -25.8% | +44.4% | -70.2% | -41.0% |
| 5Y | -31.1% | +41.0% | -72.0% | -48.0% |
| All | -31.1% | +40.1% | -71.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling