+302.1%
WDAY vs FFIV
+294.2%
+7.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -4.4% | -1.0% | -3.4% | -4.0% |
| 30D | +14.7% | -5.1% | +19.8% | +16.8% |
| 3M | +32.4% | -4.5% | +36.8% | +33.6% |
| 6M | +36.9% | +36.5% | +0.4% | +14.8% |
| YTD | -8.8% | +53.0% | -61.8% | -28.2% |
| 1Y | -15.3% | +24.2% | -39.5% | -26.5% |
| 3Y | -21.2% | +137.2% | -158.4% | -52.5% |
| 5Y | -29.5% | +91.8% | -121.3% | -53.1% |
| 10Y | +120.0% | +215.2% | -95.1% | +10.9% |
| All | +302.1% | +294.2% | +7.9% | +81.4% |
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