+104.5%
FTNT vs WDAY
-15.6%
+120.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +1.4% |
| 7D | -5.8% | -4.4% | -1.5% | -4.8% |
| 30D | -4.8% | +14.7% | -19.5% | -9.3% |
| 3M | +4.4% | +32.4% | -27.9% | -5.1% |
| 6M | +88.8% | +36.9% | +51.9% | +65.5% |
| YTD | +96.8% | -8.8% | +105.7% | +95.4% |
| 1Y | +104.5% | -15.3% | +119.8% | +108.3% |
| All | +104.5% | -15.6% | +120.1% | +108.3% |
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