-35.7%
WDAY vs FE
+46.0%
-81.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.8% | -0.3% | -4.5% | -4.7% |
| 30D | +2.5% | +3.9% | -1.4% | +1.8% |
| 3M | +8.8% | -0.1% | +8.9% | +8.7% |
| 6M | +60.7% | +6.1% | +54.6% | +58.7% |
| YTD | -11.2% | +8.1% | -19.3% | -13.6% |
| 1Y | -15.6% | +4.4% | -20.0% | -17.2% |
| 3Y | -17.1% | +49.0% | -66.1% | -28.8% |
| 5Y | -35.7% | +46.1% | -81.8% | -46.0% |
| All | -35.7% | +46.0% | -81.7% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling