+113.3%
WDAY vs FFIV
+239.4%
-126.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -2.1% |
| 7D | -7.4% | +3.5% | -10.8% | -9.0% |
| 30D | +1.0% | -1.3% | +2.3% | +0.9% |
| 3M | +32.7% | +2.4% | +30.3% | +29.1% |
| 6M | +25.6% | +41.8% | -16.2% | +1.9% |
| YTD | -13.4% | +58.5% | -71.9% | -34.2% |
| 1Y | -19.4% | +24.3% | -43.7% | -30.7% |
| 3Y | -25.8% | +152.0% | -177.8% | -58.8% |
| 5Y | -31.1% | +99.1% | -130.2% | -57.0% |
| 10Y | +113.3% | +242.8% | -129.5% | +2.1% |
| All | +113.3% | +239.4% | -126.1% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling