-15.6%
WDAY vs FGI
0.0%
-15.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -4.0% | -1.4% | -2.6% | -4.0% |
| 30D | +1.9% | -3.2% | +5.2% | +1.9% |
| 3M | +5.9% | +64.1% | -58.2% | +2.3% |
| 6M | +48.8% | +17.2% | +31.6% | +44.0% |
| YTD | -11.4% | +31.6% | -43.0% | -14.1% |
| 1Y | -15.5% | +45.1% | -60.6% | -18.1% |
| 3Y | -15.6% | -2.0% | -13.7% | -15.9% |
| All | -15.6% | 0.0% | -15.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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