-2.0%
WDAY vs NXT
+171.8%
-173.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +1.0% | -20.0% | +21.0% | +1.6% |
| 3M | +32.7% | -30.9% | +63.6% | +33.8% |
| 6M | +25.6% | -23.8% | +49.4% | +25.3% |
| YTD | -13.4% | -5.4% | -7.9% | -15.5% |
| 1Y | -19.4% | +28.0% | -47.4% | -23.5% |
| 3Y | -25.8% | +93.3% | -119.1% | -34.6% |
| All | -2.0% | +171.8% | -173.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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