-21.8%
WDAY vs FDX
+65.3%
-87.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 7D | -4.4% | -2.5% | -1.8% | -4.0% |
| 30D | +14.7% | +3.8% | +10.9% | +14.4% |
| 3M | +32.4% | -1.3% | +33.7% | +32.5% |
| 6M | +36.9% | +5.0% | +31.9% | +35.4% |
| YTD | -8.8% | +39.6% | -48.5% | -15.3% |
| 1Y | -15.3% | +81.1% | -96.4% | -25.9% |
| All | -21.8% | +65.3% | -87.1% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling