+296.2%
WDAY vs FAST
+569.1%
-272.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | -2.5% | +2.1% | -4.6% | -3.3% |
| 30D | +4.7% | +6.9% | -2.2% | +1.6% |
| 3M | +13.3% | +4.8% | +8.5% | +10.6% |
| 6M | +57.3% | +19.8% | +37.5% | +44.6% |
| YTD | -10.2% | +34.9% | -45.1% | -22.9% |
| 1Y | -14.1% | +32.8% | -46.9% | -25.8% |
| 3Y | -11.7% | +93.7% | -105.4% | -37.6% |
| 5Y | -33.5% | +105.3% | -138.8% | -54.6% |
| 10Y | +133.1% | +595.4% | -462.3% | -8.2% |
| All | +296.2% | +569.1% | -272.9% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling