+302.1%
WDAY vs FIX
+17,261.9%
-16,959.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | -4.4% | +6.0% | -10.4% | -5.3% |
| 30D | +14.7% | -7.2% | +22.0% | +15.7% |
| 3M | +32.4% | -15.9% | +48.2% | +33.8% |
| 6M | +36.9% | +12.7% | +24.1% | +27.9% |
| YTD | -8.8% | +72.8% | -81.6% | -23.6% |
| 1Y | -15.3% | +122.9% | -138.2% | -34.1% |
| 3Y | -21.2% | +774.3% | -795.5% | -60.4% |
| 5Y | -29.5% | +2,049.5% | -2,079.0% | -72.9% |
| 10Y | +120.0% | +5,821.5% | -5,701.4% | -40.5% |
| All | +302.1% | +17,261.9% | -16,959.8% | -5.2% |
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