-1.8%
WDAY vs NXT
+181.9%
-183.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -4.9% |
| 7D | -6.1% | +2.9% | -9.0% | -6.2% |
| 30D | +3.7% | -17.2% | +20.9% | +4.2% |
| 3M | +29.6% | -32.0% | +61.6% | +30.9% |
| 6M | +23.3% | -15.8% | +39.1% | +22.3% |
| YTD | -13.3% | -1.9% | -11.4% | -15.5% |
| 1Y | -19.6% | +22.5% | -42.1% | -23.3% |
| 3Y | -25.7% | +100.5% | -126.2% | -34.5% |
| All | -1.8% | +181.9% | -183.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling