+57.4%
WDAY vs FIX
-40.5%
+98.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +3.1% |
| 7D | -5.3% | +6.4% | -11.7% | -2.6% |
| 30D | +1.5% | -29.1% | +30.6% | -13.6% |
| 3M | +5.5% | -31.1% | +36.6% | -9.9% |
| 6M | +57.4% | -42.8% | +100.2% | +24.0% |
| All | +57.4% | -40.5% | +98.0% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling