+89.8%
FTNT vs WDAY
-33.9%
+123.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -3.2% |
| 7D | +7.1% | +1.8% | +5.2% | +6.1% |
| 30D | -30.9% | +4.1% | -34.9% | -31.9% |
| 3M | -23.1% | -4.8% | -18.3% | -21.8% |
| 6M | +8.1% | +68.6% | -60.5% | -19.0% |
| YTD | +60.2% | -8.5% | +68.7% | +61.1% |
| 1Y | +57.0% | -12.1% | +69.1% | +60.5% |
| 3Y | +152.9% | -13.2% | +166.1% | +143.8% |
| All | +89.8% | -33.9% | +123.7% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling