+314.5%
WDAY vs FAST
+571.8%
-257.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.3% |
| 7D | -1.2% | +3.4% | -4.7% | -2.7% |
| 30D | +6.8% | +5.5% | +1.3% | +4.2% |
| 3M | +17.8% | +7.6% | +10.3% | +13.8% |
| 6M | +57.8% | +19.8% | +38.0% | +45.0% |
| YTD | -6.0% | +35.5% | -41.5% | -19.5% |
| 1Y | -13.5% | +31.6% | -45.2% | -25.0% |
| 3Y | -7.6% | +91.0% | -98.6% | -34.2% |
| 5Y | -30.5% | +105.1% | -135.6% | -52.6% |
| 10Y | +143.9% | +598.2% | -454.4% | -4.2% |
| All | +314.5% | +571.8% | -257.3% | +66.8% |
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 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