+287.9%
WDAY vs FDX
+428.0%
-140.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.6% | +0.5% | -5.0% | -4.8% |
| 30D | +1.2% | +9.5% | -8.3% | -2.2% |
| 3M | +2.6% | -1.3% | +3.9% | +3.1% |
| 6M | +47.8% | +5.5% | +42.2% | +43.9% |
| YTD | -12.1% | +38.9% | -50.9% | -24.2% |
| 1Y | -17.1% | +58.8% | -76.0% | -32.3% |
| 3Y | -17.9% | +71.1% | -89.0% | -37.7% |
| 5Y | -35.1% | +76.3% | -111.4% | -53.3% |
| 10Y | +130.1% | +153.4% | -23.3% | +25.5% |
| All | +287.9% | +428.0% | -140.1% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling