-15.3%
WDAY vs FANG
+43.7%
-59.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.5% | -5.4% |
| 7D | -4.4% | +0.8% | -5.1% | -4.3% |
| 30D | +14.7% | +7.6% | +7.1% | +14.8% |
| 3M | +32.4% | -1.3% | +33.7% | +32.3% |
| 6M | +36.9% | +14.7% | +22.2% | +36.6% |
| YTD | -8.8% | +34.8% | -43.6% | -8.6% |
| 1Y | -15.3% | +42.9% | -58.2% | -15.9% |
| All | -15.3% | +43.7% | -59.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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