-26.4%
WDAY vs NYT
+56.2%
-82.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | +5.9% | +4.6% | +1.4% | +4.8% |
| 3M | +42.3% | -9.6% | +51.8% | +45.3% |
| 6M | +34.7% | -14.0% | +48.7% | +38.3% |
| YTD | -13.5% | -2.8% | -10.7% | -13.4% |
| 1Y | -18.1% | +15.6% | -33.7% | -21.2% |
| 3Y | -26.4% | +56.3% | -82.7% | -37.3% |
| All | -26.4% | +56.2% | -82.6% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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