-13.2%
WDAY vs FAST
+97.8%
-111.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.2% |
| 7D | +1.8% | +4.2% | -2.3% | +1.1% |
| 30D | +4.1% | +6.7% | -2.6% | +2.8% |
| 3M | -4.8% | +8.0% | -12.9% | -6.2% |
| 6M | +68.6% | +27.4% | +41.2% | +60.8% |
| YTD | -8.5% | +40.5% | -49.0% | -16.4% |
| 1Y | -12.1% | +38.4% | -50.5% | -19.3% |
| 3Y | -13.2% | +98.7% | -111.9% | -26.4% |
| All | -13.2% | +97.8% | -111.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling