-16.6%
WDAY vs FFIV
+28.8%
-45.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | -4.0% | -2.1% | -1.9% | -3.7% |
| 30D | +1.9% | -33.8% | +35.7% | +9.8% |
| 3M | +5.9% | -20.6% | +26.5% | +7.6% |
| 6M | +48.8% | -10.2% | +59.0% | +39.5% |
| YTD | -11.4% | +24.5% | -35.9% | -28.8% |
| All | -16.6% | +28.8% | -45.4% | -35.6% |
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