+111.5%
WDAY vs FERG
+348.1%
-236.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -10.5% | -1.0% | -9.5% | -10.4% |
| 30D | +2.1% | -11.8% | +13.9% | +4.7% |
| 3M | +34.6% | -1.2% | +35.9% | +34.7% |
| 6M | +29.9% | -2.3% | +32.2% | +29.3% |
| YTD | -13.8% | +0.8% | -14.6% | -15.0% |
| 1Y | -18.3% | +0.5% | -18.8% | -19.7% |
| 3Y | -26.2% | +51.4% | -77.5% | -34.4% |
| 5Y | -30.8% | +67.5% | -98.3% | -40.9% |
| All | +111.5% | +348.1% | -236.6% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling