-11.7%
WDAY vs FGI
+1.5%
-13.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.9% | -3.6% |
| 7D | -2.5% | -7.0% | +4.5% | -2.2% |
| 30D | +4.7% | -4.2% | +8.9% | +4.7% |
| 3M | +13.3% | +55.6% | -42.3% | +9.6% |
| 6M | +57.3% | -3.2% | +60.5% | +52.5% |
| YTD | -10.2% | +29.1% | -39.3% | -12.9% |
| 1Y | -14.1% | +51.0% | -65.1% | -16.6% |
| 3Y | -11.7% | +1.5% | -13.2% | -10.9% |
| All | -11.7% | +1.5% | -13.2% | -10.9% |
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