-31.1%
WDAY vs FERG
+70.2%
-101.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.4% |
| 7D | -7.4% | +0.9% | -8.3% | -7.7% |
| 30D | +1.0% | -15.1% | +16.1% | +7.0% |
| 3M | +32.7% | -4.8% | +37.5% | +34.5% |
| 6M | +25.6% | -2.5% | +28.0% | +24.4% |
| YTD | -13.4% | +1.8% | -15.2% | -16.3% |
| 1Y | -19.4% | -0.3% | -19.0% | -22.1% |
| 3Y | -25.8% | +52.9% | -78.7% | -45.4% |
| 5Y | -31.1% | +69.3% | -100.4% | -56.4% |
| All | -31.1% | +70.2% | -101.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling