-11.7%
WDAY vs FFIV
+102.2%
-113.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -2.5% | -8.1% | +5.6% | -0.2% |
| 30D | +4.7% | -33.4% | +38.1% | +16.4% |
| 3M | +13.3% | -24.7% | +38.1% | +20.1% |
| 6M | +57.3% | -8.8% | +66.2% | +53.0% |
| YTD | -10.2% | +21.8% | -32.0% | -22.4% |
| 1Y | -14.1% | +25.3% | -39.4% | -26.7% |
| 3Y | -11.7% | +101.2% | -112.8% | -38.9% |
| All | -11.7% | +102.2% | -113.9% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling