+123.9%
WDAY vs FAST
+606.6%
-482.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.7% |
| 7D | -4.0% | +3.8% | -7.8% | -5.6% |
| 30D | +1.9% | +8.1% | -6.1% | -1.6% |
| 3M | +5.9% | +5.8% | +0.1% | +2.9% |
| 6M | +48.8% | +24.9% | +23.9% | +34.4% |
| YTD | -11.4% | +38.9% | -50.4% | -25.1% |
| 1Y | -15.5% | +36.5% | -52.0% | -28.0% |
| 3Y | -15.6% | +98.1% | -113.8% | -41.5% |
| 5Y | -35.2% | +109.3% | -144.5% | -56.8% |
| 10Y | +123.9% | +547.9% | -424.1% | +3.8% |
| All | +123.9% | +606.6% | -482.7% | +3.8% |
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