+302.1%
WDAY vs FERG
+660.4%
-358.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.3% | -7.7% | -5.8% |
| 7D | -4.4% | 0.0% | -4.3% | -4.4% |
| 30D | +14.7% | -10.2% | +24.9% | +16.9% |
| 3M | +32.4% | -0.6% | +33.0% | +32.2% |
| 6M | +36.9% | -6.5% | +43.4% | +37.6% |
| YTD | -8.8% | +4.2% | -13.0% | -10.4% |
| 1Y | -15.3% | -2.3% | -13.0% | -16.0% |
| 3Y | -21.2% | +48.5% | -69.7% | -28.3% |
| 5Y | -29.5% | +72.0% | -101.5% | -38.3% |
| 10Y | +120.0% | +369.9% | -249.9% | +85.0% |
| All | +302.1% | +660.4% | -358.3% | +271.8% |
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