+302.1%
WDAY vs FE
+88.2%
+213.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -4.4% | +1.9% | -6.3% | -4.8% |
| 30D | +14.7% | -1.2% | +15.9% | +15.0% |
| 3M | +32.4% | +3.5% | +28.9% | +31.0% |
| 6M | +36.9% | -6.1% | +42.9% | +38.5% |
| YTD | -8.8% | +7.6% | -16.5% | -11.3% |
| 1Y | -15.3% | +11.9% | -27.2% | -18.5% |
| 3Y | -21.2% | +48.4% | -69.6% | -31.0% |
| 5Y | -29.5% | +44.8% | -74.3% | -38.2% |
| 10Y | +120.0% | +115.9% | +4.2% | +80.4% |
| All | +302.1% | +88.2% | +213.9% | +223.4% |
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