-31.1%
WDAY vs FHN
+90.1%
-121.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -7.4% | 0.0% | -7.4% | -7.4% |
| 30D | +1.0% | -2.6% | +3.6% | +1.5% |
| 3M | +32.7% | 0.0% | +32.6% | +32.6% |
| 6M | +25.6% | +9.2% | +16.4% | +23.2% |
| YTD | -13.4% | +4.3% | -17.7% | -14.4% |
| 1Y | -19.4% | +10.8% | -30.1% | -21.3% |
| 3Y | -25.8% | +130.7% | -156.5% | -35.1% |
| 5Y | -31.1% | +87.4% | -118.5% | -37.5% |
| All | -31.1% | +90.1% | -121.2% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling