+292.6%
WDAY vs FDS
+318.3%
-25.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | -0.5% |
| 7D | -5.3% | -2.1% | -3.2% | -4.0% |
| 30D | +1.5% | +16.0% | -14.5% | -7.7% |
| 3M | +5.5% | +18.8% | -13.3% | -5.9% |
| 6M | +57.4% | +54.1% | +3.3% | +20.6% |
| YTD | -11.0% | +17.0% | -28.0% | -20.2% |
| 1Y | -15.8% | +25.5% | -41.3% | -28.0% |
| 3Y | -16.9% | -23.3% | +6.4% | -7.6% |
| 5Y | -35.3% | -22.6% | -12.6% | -29.2% |
| 10Y | +131.0% | +130.2% | +0.8% | +21.0% |
| All | +292.6% | +318.3% | -25.7% | +58.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling