+142.0%
FTNT vs WDAY
-25.4%
+167.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.6% | +2.2% |
| 7D | -2.7% | -6.1% | +3.4% | -1.0% |
| 30D | -1.4% | +3.7% | -5.1% | -3.4% |
| 3M | +10.1% | +29.6% | -19.5% | -1.0% |
| 6M | +88.2% | +23.3% | +64.9% | +70.1% |
| YTD | +98.3% | -13.3% | +111.6% | +101.2% |
| 1Y | +96.0% | -19.6% | +115.6% | +103.4% |
| All | +142.0% | -25.4% | +167.4% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling