+282.1%
WDAY vs FANG
+1,395.6%
-1,113.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -7.4% | -0.4% | -7.0% | -7.3% |
| 30D | +1.0% | +2.4% | -1.4% | +0.6% |
| 3M | +32.7% | +4.9% | +27.8% | +31.1% |
| 6M | +25.6% | +12.0% | +13.6% | +22.5% |
| YTD | -13.4% | +37.1% | -50.5% | -18.5% |
| 1Y | -19.4% | +52.3% | -71.6% | -25.7% |
| 3Y | -25.8% | +45.0% | -70.7% | -32.1% |
| 5Y | -31.1% | +231.0% | -262.1% | -47.0% |
| 10Y | +113.3% | +177.5% | -64.2% | +45.9% |
| All | +282.1% | +1,395.6% | -1,113.5% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling