+314.5%
WDAY vs FIX
+11,666.0%
-11,351.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.1% | +17.1% | +4.2% |
| 7D | -1.2% | -18.9% | +17.7% | +1.6% |
| 30D | +6.8% | -36.3% | +43.1% | +13.6% |
| 3M | +17.8% | -38.5% | +56.4% | +25.3% |
| 6M | +57.8% | -42.3% | +100.1% | +66.2% |
| YTD | -6.0% | +17.1% | -23.1% | -17.3% |
| 1Y | -13.5% | +14.4% | -27.9% | -23.8% |
| 3Y | -7.6% | +486.7% | -494.3% | -50.9% |
| 5Y | -30.5% | +1,083.7% | -1,114.2% | -70.3% |
| 10Y | +143.9% | +3,932.4% | -3,788.6% | -30.6% |
| All | +314.5% | +11,666.0% | -11,351.4% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling