-34.1%
WDAY vs FIX
+933.9%
-968.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.1% | -3.8% |
| 7D | -2.5% | -17.5% | +15.0% | -1.9% |
| 30D | +4.7% | -41.6% | +46.3% | +6.7% |
| 3M | +13.3% | -40.6% | +53.9% | +15.2% |
| 6M | +57.3% | -49.4% | +106.7% | +61.1% |
| YTD | -10.2% | +9.2% | -19.4% | -20.7% |
| 1Y | -14.1% | +6.5% | -20.5% | -24.0% |
| 3Y | -11.7% | +448.7% | -460.4% | -55.9% |
| All | -34.1% | +933.9% | -968.0% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling