+290.7%
WDAY vs FHN
+259.2%
+31.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.0% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | +1.9% | +1.9% | 0.0% | +1.4% |
| 3M | +5.9% | -6.9% | +12.8% | +7.8% |
| 6M | +48.8% | -3.1% | +51.9% | +49.7% |
| YTD | -11.4% | +0.6% | -12.0% | -12.2% |
| 1Y | -15.5% | +12.4% | -27.9% | -18.8% |
| 3Y | -15.6% | +133.7% | -149.3% | -34.6% |
| 5Y | -35.2% | +61.4% | -96.5% | -47.6% |
| 10Y | +123.9% | +97.9% | +26.0% | +48.2% |
| All | +290.7% | +259.2% | +31.5% | +109.4% |
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