-20.8%
WDAY vs FIX
+782.4%
-803.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.3% |
| 7D | -4.4% | +6.0% | -10.4% | -4.1% |
| 30D | +14.7% | -7.2% | +22.0% | +14.5% |
| 3M | +32.4% | -15.9% | +48.2% | +32.1% |
| 6M | +36.9% | +12.7% | +24.1% | +34.2% |
| YTD | -8.8% | +72.8% | -81.6% | -14.7% |
| 1Y | -15.3% | +122.9% | -138.2% | -23.5% |
| All | -20.8% | +782.4% | -803.2% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling