+113.3%
WDAY vs FDX
+173.3%
-60.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.4% |
| 7D | -7.4% | -2.3% | -5.1% | -6.6% |
| 30D | +1.0% | -4.9% | +5.9% | +2.9% |
| 3M | +32.7% | -6.5% | +39.1% | +35.2% |
| 6M | +25.6% | +6.7% | +18.9% | +21.1% |
| YTD | -13.4% | +33.9% | -47.2% | -23.5% |
| 1Y | -19.4% | +72.2% | -91.5% | -35.4% |
| 3Y | -25.8% | +60.2% | -86.0% | -41.4% |
| 5Y | -31.1% | +62.9% | -94.0% | -48.0% |
| 10Y | +113.3% | +178.8% | -65.5% | +16.6% |
| All | +113.3% | +173.3% | -60.0% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling