-19.6%
WDAY vs FDX
+74.0%
-93.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -5.1% |
| 7D | -6.1% | -3.3% | -2.8% | -6.4% |
| 30D | +3.7% | -1.4% | +5.1% | +3.8% |
| 3M | +29.6% | -4.5% | +34.1% | +29.7% |
| 6M | +23.3% | +9.4% | +13.9% | +25.7% |
| YTD | -13.3% | +36.0% | -49.3% | -13.4% |
| 1Y | -19.6% | +75.5% | -95.2% | -16.9% |
| All | -19.6% | +74.0% | -93.6% | -16.9% |
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