+131.0%
WDAY vs FAST
+541.5%
-410.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | -5.3% | +4.3% | -9.6% | -7.0% |
| 30D | +1.5% | +8.3% | -6.8% | -2.0% |
| 3M | +5.5% | +6.5% | -1.0% | +2.2% |
| 6M | +57.4% | +29.5% | +27.9% | +39.8% |
| YTD | -11.0% | +41.3% | -52.3% | -25.3% |
| 1Y | -15.8% | +37.4% | -53.2% | -28.4% |
| 3Y | -16.9% | +98.5% | -115.4% | -42.5% |
| 5Y | -35.3% | +111.1% | -146.4% | -57.1% |
| 10Y | +131.0% | +548.6% | -417.5% | -1.0% |
| All | +131.0% | +541.5% | -410.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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