+113.6%
WDAY vs FHN
+126.6%
-13.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.6% |
| 7D | -6.1% | +2.7% | -8.8% | -6.7% |
| 30D | +3.7% | -3.1% | +6.8% | +4.4% |
| 3M | +29.6% | +2.3% | +27.2% | +28.8% |
| 6M | +23.3% | +9.7% | +13.6% | +20.2% |
| YTD | -13.3% | +4.7% | -18.0% | -14.7% |
| 1Y | -19.6% | +13.8% | -33.4% | -22.6% |
| 3Y | -25.7% | +131.6% | -157.2% | -39.9% |
| 5Y | -31.6% | +91.1% | -122.7% | -45.2% |
| All | +113.6% | +126.6% | -13.1% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 10y: compounded portfolio wealth divided by compounded FHN 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…
10y analysis · Full analysis span regression · 6 months rolling