+302.1%
WDAY vs FHN
+278.1%
+24.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | +1.2% | -5.5% | -4.6% |
| 30D | +14.7% | -4.7% | +19.4% | +16.2% |
| 3M | +32.4% | +3.5% | +28.8% | +31.0% |
| 6M | +36.9% | +7.8% | +29.1% | +33.4% |
| YTD | -8.8% | +5.9% | -14.7% | -10.8% |
| 1Y | -15.3% | +12.5% | -27.8% | -18.7% |
| 3Y | -21.2% | +117.2% | -138.4% | -37.8% |
| 5Y | -29.5% | +86.5% | -116.0% | -45.7% |
| 10Y | +120.0% | +125.7% | -5.7% | +37.4% |
| All | +302.1% | +278.1% | +24.0% | +112.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling