+290.7%
WDAY vs FFIV
+220.8%
+69.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.4% |
| 7D | -4.0% | -2.1% | -1.9% | -3.2% |
| 30D | +1.9% | -33.8% | +35.7% | +21.4% |
| 3M | +5.9% | -20.6% | +26.5% | +14.1% |
| 6M | +48.8% | -10.2% | +59.0% | +49.4% |
| YTD | -11.4% | +24.5% | -35.9% | -25.2% |
| 1Y | -15.5% | +29.3% | -44.8% | -30.1% |
| 3Y | -15.6% | +103.8% | -119.4% | -46.9% |
| 5Y | -35.2% | +40.9% | -76.1% | -51.3% |
| 10Y | +123.9% | +126.6% | -2.7% | +27.8% |
| All | +290.7% | +220.8% | +69.9% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling