-30.6%
WDAY vs FANG
+232.6%
-263.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.2% | +2.9% | -8.0% | -5.5% |
| 30D | +5.9% | +2.6% | +3.3% | +5.6% |
| 3M | +42.3% | +7.6% | +34.7% | +40.5% |
| 6M | +34.7% | +17.3% | +17.4% | +31.4% |
| YTD | -13.5% | +38.7% | -52.2% | -17.6% |
| 1Y | -18.1% | +51.6% | -69.7% | -23.0% |
| 3Y | -26.4% | +50.0% | -76.3% | -31.7% |
| All | -30.6% | +232.6% | -263.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling