-26.2%
WDAY vs FERG
+52.4%
-78.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.2% |
| 7D | -7.4% | +0.9% | -8.3% | -7.6% |
| 30D | +1.0% | -15.1% | +16.1% | +4.4% |
| 3M | +32.7% | -4.8% | +37.5% | +33.9% |
| 6M | +25.6% | -2.5% | +28.0% | +24.9% |
| YTD | -13.4% | +1.8% | -15.2% | -15.4% |
| 1Y | -19.4% | -0.3% | -19.0% | -21.2% |
| All | -26.2% | +52.4% | -78.6% | -37.1% |
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