+290.7%
WDAY vs FDS
+308.1%
-17.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -4.0% | -5.0% | +1.0% | -1.0% |
| 30D | +1.9% | +13.8% | -11.8% | -6.2% |
| 3M | +5.9% | +14.8% | -9.0% | -3.5% |
| 6M | +48.8% | +47.4% | +1.4% | +17.1% |
| YTD | -11.4% | +14.2% | -25.6% | -19.4% |
| 1Y | -15.5% | +26.6% | -42.2% | -28.1% |
| 3Y | -15.6% | -24.4% | +8.8% | -5.4% |
| 5Y | -35.2% | -22.6% | -12.5% | -29.0% |
| 10Y | +123.9% | +130.0% | -6.1% | +17.2% |
| All | +290.7% | +308.1% | -17.4% | +59.9% |
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