+130.1%
WDAY vs FIX
+3,723.8%
-3,593.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -4.6% | -13.9% | +9.4% | -3.2% |
| 30D | +1.2% | -35.5% | +36.8% | +6.2% |
| 3M | +2.6% | -33.9% | +36.5% | +6.7% |
| 6M | +47.8% | -43.3% | +91.1% | +54.8% |
| YTD | -12.1% | +18.7% | -30.7% | -22.8% |
| 1Y | -17.1% | +13.8% | -30.9% | -26.8% |
| 3Y | -17.9% | +495.0% | -512.8% | -56.3% |
| 5Y | -35.1% | +1,049.0% | -1,084.1% | -72.1% |
| 10Y | +130.1% | +3,644.4% | -3,514.3% | -32.1% |
| All | +130.1% | +3,723.8% | -3,593.7% | -32.1% |
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