+144.0%
WDAY vs FDX
+155.8%
-11.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.5% |
| 7D | +1.8% | +5.2% | -3.4% | +0.1% |
| 30D | +4.1% | +11.3% | -7.2% | +0.3% |
| 3M | -4.8% | -4.1% | -0.7% | -3.6% |
| 6M | +68.6% | +9.6% | +59.0% | +62.4% |
| YTD | -8.5% | +40.9% | -49.4% | -20.7% |
| 1Y | -12.1% | +53.0% | -65.1% | -26.1% |
| 3Y | -13.2% | +74.1% | -87.3% | -33.4% |
| 5Y | -33.7% | +75.1% | -108.8% | -51.2% |
| All | +144.0% | +155.8% | -11.8% | +33.2% |
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