+123.9%
WDAY vs FIX
+4,032.2%
-3,908.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.4% | -10.8% | -2.5% |
| 7D | -4.0% | -7.2% | +3.2% | -3.5% |
| 30D | +1.9% | -35.1% | +37.1% | +6.8% |
| 3M | +5.9% | -34.3% | +40.2% | +10.2% |
| 6M | +48.8% | -42.9% | +91.7% | +55.7% |
| YTD | -11.4% | +19.5% | -30.9% | -22.2% |
| 1Y | -15.5% | +16.8% | -32.3% | -25.8% |
| 3Y | -15.6% | +506.7% | -522.3% | -55.2% |
| 5Y | -35.2% | +1,046.7% | -1,081.9% | -72.0% |
| 10Y | +123.9% | +3,800.0% | -3,676.1% | -32.8% |
| All | +123.9% | +4,032.2% | -3,908.3% | -32.8% |
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