+131.0%
WDAY vs FIX
+3,814.3%
-3,683.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.6% |
| 7D | -5.3% | +6.4% | -11.7% | -6.2% |
| 30D | +1.5% | -29.1% | +30.6% | +5.3% |
| 3M | +5.5% | -31.1% | +36.6% | +9.2% |
| 6M | +57.4% | -42.8% | +100.2% | +65.2% |
| YTD | -11.0% | +24.6% | -35.6% | -22.3% |
| 1Y | -15.8% | +21.9% | -37.7% | -26.4% |
| 3Y | -16.9% | +524.9% | -541.8% | -56.0% |
| 5Y | -35.3% | +1,092.2% | -1,127.5% | -72.3% |
| 10Y | +131.0% | +3,759.0% | -3,628.0% | -31.6% |
| All | +131.0% | +3,814.3% | -3,683.2% | -31.6% |
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