-17.9%
WDAY vs FAST
+97.8%
-115.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -4.6% | +4.8% | -9.4% | -5.4% |
| 30D | +1.2% | +8.6% | -7.4% | -0.3% |
| 3M | +2.6% | +5.7% | -3.1% | +1.4% |
| 6M | +47.8% | +25.5% | +22.3% | +41.3% |
| YTD | -12.1% | +39.6% | -51.7% | -19.5% |
| 1Y | -17.1% | +35.5% | -52.6% | -23.5% |
| 3Y | -17.9% | +96.2% | -114.1% | -31.2% |
| All | -17.9% | +97.8% | -115.7% | -31.2% |
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