+144.0%
WDAY vs FIX
+3,564.5%
-3,420.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +1.8% | +9.4% | -7.6% | +0.7% |
| 30D | +4.1% | -27.8% | +31.8% | +7.6% |
| 3M | -4.8% | -35.6% | +30.7% | -0.6% |
| 6M | +68.6% | -45.2% | +113.9% | +77.9% |
| YTD | -8.5% | +19.5% | -28.0% | -19.8% |
| 1Y | -12.1% | +24.2% | -36.3% | -23.8% |
| 3Y | -13.2% | +494.2% | -507.3% | -53.8% |
| 5Y | -33.7% | +1,036.1% | -1,069.9% | -71.5% |
| All | +144.0% | +3,564.5% | -3,420.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling