+142.7%
WDAY vs FIVN
+318.5%
-175.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -2.9% | -4.5% |
| 7D | -4.4% | -2.3% | -2.1% | -3.6% |
| 30D | +14.7% | +12.4% | +2.3% | +9.6% |
| 3M | +32.4% | +36.0% | -3.6% | +18.2% |
| 6M | +36.9% | +86.0% | -49.1% | +8.5% |
| YTD | -8.8% | +65.9% | -74.8% | -25.3% |
| 1Y | -15.3% | +26.5% | -41.8% | -24.3% |
| 3Y | -21.2% | -54.2% | +33.0% | -7.0% |
| 5Y | -29.5% | -80.5% | +50.9% | +4.0% |
| 10Y | +120.0% | +109.6% | +10.4% | +49.9% |
| All | +142.7% | +318.5% | -175.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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