-15.3%
WDAY vs FFIV
+25.9%
-41.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -4.4% | -1.0% | -3.4% | -4.2% |
| 30D | +14.7% | -5.1% | +19.8% | +15.9% |
| 3M | +32.4% | -4.5% | +36.8% | +32.5% |
| 6M | +36.9% | +36.5% | +0.4% | +18.8% |
| YTD | -8.8% | +53.0% | -61.8% | -23.4% |
| 1Y | -15.3% | +24.2% | -39.5% | -24.0% |
| All | -15.3% | +25.9% | -41.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling