-18.3%
WDAY vs FERG
-1.6%
-16.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | -10.5% | -1.0% | -9.5% | -10.6% |
| 30D | +2.1% | -11.8% | +13.9% | +1.0% |
| 3M | +34.6% | -1.2% | +35.9% | +35.7% |
| 6M | +29.9% | -2.3% | +32.2% | +29.9% |
| YTD | -13.8% | +0.8% | -14.6% | -14.1% |
| 1Y | -18.3% | +0.5% | -18.8% | -17.4% |
| All | -18.3% | -1.6% | -16.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling