+99.9%
FTNT vs WDAY
-19.9%
+119.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +1.6% | -10.5% | +12.1% | +4.6% |
| 30D | -1.9% | +2.1% | -4.0% | -3.3% |
| 3M | +14.4% | +34.6% | -20.3% | +2.3% |
| 6M | +88.7% | +29.9% | +58.8% | +67.8% |
| YTD | +100.0% | -13.8% | +113.9% | +101.1% |
| 1Y | +99.9% | -18.3% | +118.1% | +105.3% |
| All | +99.9% | -19.9% | +119.8% | +105.3% |
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