+117.3%
WDAY vs FIX
+5,813.3%
-5,696.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.6% |
| 7D | -4.4% | +6.0% | -10.4% | -5.2% |
| 30D | +14.7% | -7.2% | +22.0% | +15.6% |
| 3M | +32.4% | -15.9% | +48.2% | +33.6% |
| 6M | +36.9% | +12.7% | +24.1% | +28.6% |
| YTD | -8.8% | +72.8% | -81.6% | -22.7% |
| 1Y | -15.3% | +122.9% | -138.2% | -33.1% |
| 3Y | -21.2% | +774.3% | -795.5% | -59.4% |
| 5Y | -29.5% | +2,049.5% | -2,079.0% | -72.1% |
| All | +117.3% | +5,813.3% | -5,696.0% | -34.7% |
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