+302.1%
WDAY vs FDX
+431.0%
-128.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -4.4% | -2.5% | -1.8% | -3.5% |
| 30D | +14.7% | +3.8% | +10.9% | +13.4% |
| 3M | +32.4% | -1.3% | +33.7% | +32.3% |
| 6M | +36.9% | +5.0% | +31.9% | +32.3% |
| YTD | -8.8% | +39.6% | -48.5% | -21.5% |
| 1Y | -15.3% | +81.1% | -96.4% | -34.4% |
| 3Y | -21.2% | +63.0% | -84.2% | -39.1% |
| 5Y | -29.5% | +65.6% | -95.1% | -48.0% |
| 10Y | +120.0% | +183.4% | -63.3% | +13.1% |
| All | +302.1% | +431.0% | -128.9% | +72.9% |
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 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