+287.9%
WDAY vs FHN
+259.6%
+28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -4.6% | +0.9% | -5.5% | -4.8% |
| 30D | +1.2% | +2.1% | -0.8% | +0.6% |
| 3M | +2.6% | -6.0% | +8.5% | +4.2% |
| 6M | +47.8% | -2.9% | +50.7% | +48.6% |
| YTD | -12.1% | +0.7% | -12.8% | -12.8% |
| 1Y | -17.1% | +11.0% | -28.1% | -20.1% |
| 3Y | -17.9% | +130.3% | -148.2% | -36.0% |
| 5Y | -35.1% | +61.3% | -96.4% | -47.5% |
| 10Y | +130.1% | +89.6% | +40.5% | +55.9% |
| All | +287.9% | +259.6% | +28.3% | +107.9% |
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 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