+112.2%
WDAY vs FANG
+182.5%
-70.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.2% | +2.9% | -8.0% | -5.6% |
| 30D | +5.9% | +2.6% | +3.3% | +5.5% |
| 3M | +42.3% | +7.6% | +34.7% | +40.2% |
| 6M | +34.7% | +17.3% | +17.4% | +30.8% |
| YTD | -13.5% | +38.7% | -52.2% | -18.4% |
| 1Y | -18.1% | +51.6% | -69.7% | -23.8% |
| 3Y | -26.4% | +50.0% | -76.3% | -32.5% |
| 5Y | -30.6% | +237.6% | -268.1% | -45.3% |
| All | +112.2% | +182.5% | -70.3% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling