-11.7%
WDAY vs FIX
+448.6%
-460.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.1% | -3.2% |
| 7D | -2.5% | -17.5% | +15.0% | -3.6% |
| 30D | +4.7% | -41.6% | +46.3% | +1.2% |
| 3M | +13.3% | -40.6% | +53.9% | +10.0% |
| 6M | +57.3% | -49.4% | +106.7% | +52.9% |
| YTD | -10.2% | +9.2% | -19.4% | -18.1% |
| 1Y | -14.1% | +6.5% | -20.5% | -21.6% |
| 3Y | -11.7% | +448.7% | -460.4% | -37.7% |
| All | -11.7% | +448.6% | -460.3% | -37.7% |
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 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