-30.6%
WDAY vs NYT
+38.8%
-69.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.3% |
| 3M | +42.3% | -9.6% | +51.8% | +46.9% |
| 6M | +34.7% | -14.0% | +48.7% | +40.5% |
| YTD | -13.5% | -2.8% | -10.7% | -13.8% |
| 1Y | -18.1% | +15.6% | -33.7% | -23.4% |
| 3Y | -26.4% | +56.3% | -82.7% | -40.6% |
| All | -30.6% | +38.8% | -69.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling