-19.4%
WDAY vs FFIV
+26.5%
-45.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.2% |
| 7D | -7.4% | +3.5% | -10.8% | -8.2% |
| 30D | +1.0% | -1.3% | +2.3% | +1.1% |
| 3M | +32.7% | +2.4% | +30.3% | +29.7% |
| 6M | +25.6% | +41.8% | -16.2% | +7.8% |
| YTD | -13.4% | +58.5% | -71.9% | -28.0% |
| 1Y | -19.4% | +24.3% | -43.7% | -28.1% |
| All | -19.4% | +26.5% | -45.9% | -28.1% |
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 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