-80.9%
FIG vs WDAY
-21.4%
-59.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -14.5% | -7.4% | -7.1% | -9.2% |
| 30D | -13.3% | +1.0% | -14.3% | -15.1% |
| 3M | +7.4% | +32.7% | -25.3% | -16.8% |
| 6M | -27.8% | +25.6% | -53.4% | -43.0% |
| YTD | -41.1% | -13.4% | -27.7% | -44.3% |
| 1Y | -58.7% | -19.4% | -39.4% | -60.4% |
| All | -80.9% | -21.4% | -59.5% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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