-12.1%
WDAY vs NXT
-0.4%
-11.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +3.2% |
| 7D | +1.8% | -9.4% | +11.3% | +0.9% |
| 30D | +4.1% | +15.1% | -11.0% | +5.8% |
| 3M | -4.8% | -9.1% | +4.3% | -5.9% |
| 6M | +68.6% | -30.3% | +98.9% | +63.2% |
| YTD | -8.5% | +9.1% | -17.6% | -11.8% |
| 1Y | -12.1% | +7.9% | -20.0% | -15.2% |
| All | -12.1% | -0.4% | -11.7% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling