-15.3%
WDAY vs FDX
+80.8%
-96.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | -4.4% | -2.5% | -1.8% | -4.6% |
| 30D | +14.7% | +3.8% | +10.9% | +15.8% |
| 3M | +32.4% | -1.3% | +33.7% | +32.9% |
| 6M | +36.9% | +5.0% | +31.9% | +39.7% |
| YTD | -8.8% | +39.6% | -48.5% | -8.7% |
| 1Y | -15.3% | +81.1% | -96.4% | -11.4% |
| All | -15.3% | +80.8% | -96.1% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling