+51.8%
FTNT vs WDAY
-14.6%
+66.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -25.7% | -1.2% | -24.4% | -25.2% |
| 30D | -29.7% | +6.8% | -36.5% | -30.8% |
| 3M | -23.1% | +17.8% | -41.0% | -27.2% |
| 6M | +45.0% | +57.8% | -12.8% | +22.1% |
| YTD | +62.9% | -6.0% | +69.0% | +61.1% |
| 1Y | +51.8% | -13.5% | +65.4% | +54.2% |
| All | +51.8% | -14.6% | +66.4% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling