-11.7%
WDAY vs FE
+42.7%
-54.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.7% |
| 7D | -2.5% | -1.0% | -1.5% | -2.6% |
| 30D | +4.7% | +4.1% | +0.5% | +5.0% |
| 3M | +13.3% | -1.0% | +14.3% | +13.2% |
| 6M | +57.3% | +4.0% | +53.3% | +57.8% |
| YTD | -10.2% | +6.8% | -17.0% | -10.7% |
| 1Y | -14.1% | +5.3% | -19.4% | -14.5% |
| 3Y | -11.7% | +44.6% | -56.2% | -12.7% |
| All | -11.7% | +42.7% | -54.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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