+303.5%
WDAY vs FERG
+753.8%
-450.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +1.8% | +9.7% | -7.9% | +0.1% |
| 30D | +4.1% | +15.0% | -11.0% | +1.4% |
| 3M | -4.8% | +3.8% | -8.6% | -5.7% |
| 6M | +68.6% | +10.6% | +58.0% | +64.8% |
| YTD | -8.5% | +17.0% | -25.5% | -12.1% |
| 1Y | -12.1% | +7.1% | -19.2% | -14.2% |
| 3Y | -13.2% | +67.7% | -80.9% | -22.7% |
| 5Y | -33.7% | +76.4% | -110.2% | -43.0% |
| 10Y | +137.4% | +424.2% | -286.8% | +94.9% |
| All | +303.5% | +753.8% | -450.4% | +264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling