-17.9%
WDAY vs FIX
+497.3%
-515.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -4.6% | -13.9% | +9.4% | -5.4% |
| 30D | +1.2% | -35.5% | +36.8% | -1.4% |
| 3M | +2.6% | -33.9% | +36.5% | +0.3% |
| 6M | +47.8% | -43.3% | +91.1% | +44.4% |
| YTD | -12.1% | +18.7% | -30.7% | -19.3% |
| 1Y | -17.1% | +13.8% | -30.9% | -23.8% |
| 3Y | -17.9% | +495.0% | -512.8% | -41.7% |
| All | -17.9% | +497.3% | -515.2% | -41.7% |
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