-13.2%
WDAY vs FERG
+69.1%
-82.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | +9.7% | -7.9% | 0.0% |
| 30D | +4.1% | +15.0% | -11.0% | +1.1% |
| 3M | -4.8% | +3.8% | -8.6% | -5.6% |
| 6M | +68.6% | +10.6% | +58.0% | +64.7% |
| YTD | -8.5% | +17.0% | -25.5% | -13.3% |
| 1Y | -12.1% | +7.1% | -19.2% | -14.5% |
| 3Y | -13.2% | +67.7% | -80.9% | -30.7% |
| All | -13.2% | +69.1% | -82.3% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling