-15.6%
WDAY vs FIX
+17.6%
-33.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | -1.2% |
| 7D | -4.8% | +17.0% | -21.8% | +0.9% |
| 30D | +2.5% | -30.6% | +33.1% | -10.1% |
| 3M | +8.8% | -35.0% | +43.8% | -5.9% |
| 6M | +60.7% | -44.0% | +104.7% | +36.6% |
| YTD | -11.2% | +21.1% | -32.4% | -15.7% |
| 1Y | -15.6% | +16.3% | -31.9% | -19.8% |
| All | -15.6% | +17.6% | -33.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling