+3,121.1%
FTNT vs WDAY
+307.5%
+2,813.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.3% | +2.3% |
| 7D | -5.8% | -4.4% | -1.5% | -4.2% |
| 30D | -4.8% | +14.7% | -19.5% | -11.7% |
| 3M | +4.4% | +32.4% | -27.9% | -10.9% |
| 6M | +88.8% | +36.9% | +51.9% | +56.9% |
| YTD | +96.8% | -8.8% | +105.7% | +95.7% |
| 1Y | +104.5% | -15.3% | +119.8% | +109.0% |
| 3Y | +156.8% | -21.2% | +178.0% | +160.5% |
| 5Y | +144.1% | -29.5% | +173.6% | +155.6% |
| 10Y | +2,021.8% | +120.0% | +1,901.7% | +1,244.2% |
| All | +3,121.1% | +307.5% | +2,813.7% | +1,775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling