-20.0%
WDAY vs FGI
-70.0%
+50.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.6% | -4.1% | -0.5% | -4.4% |
| 30D | +1.2% | -3.4% | +4.6% | +1.2% |
| 3M | +2.6% | +61.8% | -59.2% | -1.6% |
| 6M | +47.8% | +17.0% | +30.7% | +42.4% |
| YTD | -12.1% | +31.4% | -43.5% | -15.9% |
| 1Y | -17.1% | +42.7% | -59.8% | -21.2% |
| 3Y | -17.9% | -0.1% | -17.7% | -22.6% |
| All | -20.0% | -70.0% | +50.0% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling