-28.1%
WDAY vs FDS
-16.8%
-11.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -3.1% |
| 7D | -4.4% | -1.9% | -2.5% | -3.2% |
| 30D | +14.7% | +9.0% | +5.7% | +8.8% |
| 3M | +32.4% | +18.9% | +13.5% | +19.0% |
| 6M | +36.9% | +35.1% | +1.8% | +14.6% |
| YTD | -8.8% | +5.5% | -14.3% | -13.2% |
| 1Y | -15.3% | -16.8% | +1.5% | -9.0% |
| 3Y | -21.2% | -28.1% | +6.9% | -10.5% |
| All | -28.1% | -16.8% | -11.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 5y: compounded portfolio wealth divided by compounded FDS 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…
5y analysis · Full analysis span regression · 6 months rolling