+296.2%
WDAY vs FE
+86.8%
+209.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.3% |
| 7D | -2.5% | -1.0% | -1.5% | -2.2% |
| 30D | +4.7% | +4.1% | +0.5% | +3.6% |
| 3M | +13.3% | -1.0% | +14.3% | +13.5% |
| 6M | +57.3% | +4.0% | +53.3% | +55.3% |
| YTD | -10.2% | +6.8% | -17.0% | -12.5% |
| 1Y | -14.1% | +5.3% | -19.4% | -16.0% |
| 3Y | -11.7% | +44.6% | -56.2% | -22.0% |
| 5Y | -33.5% | +44.2% | -77.7% | -41.6% |
| 10Y | +133.1% | +107.3% | +25.8% | +92.0% |
| All | +296.2% | +86.8% | +209.4% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling