+296.2%
WDAY vs FFIV
+213.8%
+82.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.5% | -8.1% | +5.6% | +1.3% |
| 30D | +4.7% | -33.4% | +38.1% | +24.2% |
| 3M | +13.3% | -24.7% | +38.1% | +25.3% |
| 6M | +57.3% | -8.8% | +66.2% | +56.6% |
| YTD | -10.2% | +21.8% | -32.0% | -23.3% |
| 1Y | -14.1% | +25.3% | -39.4% | -27.8% |
| 3Y | -11.7% | +101.2% | -112.8% | -44.1% |
| 5Y | -33.5% | +40.2% | -73.7% | -49.9% |
| 10Y | +133.1% | +129.0% | +4.0% | +32.6% |
| All | +296.2% | +213.8% | +82.4% | +93.7% |
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