-31.1%
WDAY vs FIVE
+35.6%
-66.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -7.4% | +1.7% | -9.0% | -7.8% |
| 30D | +1.0% | +5.0% | -4.0% | -0.4% |
| 3M | +32.7% | +29.5% | +3.2% | +24.3% |
| 6M | +25.6% | +12.4% | +13.2% | +20.5% |
| YTD | -13.4% | +31.2% | -44.6% | -20.2% |
| 1Y | -19.4% | +72.9% | -92.2% | -31.0% |
| 3Y | -25.8% | +53.0% | -78.8% | -38.0% |
| 5Y | -31.1% | +34.2% | -65.3% | -43.0% |
| All | -31.1% | +35.6% | -66.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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