+144.0%
WDAY vs FLEX
+608.2%
-464.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.1% | +3.9% |
| 7D | +1.8% | +7.5% | -5.6% | +0.1% |
| 30D | +4.1% | -25.3% | +29.3% | +9.0% |
| 3M | -4.8% | -39.7% | +34.8% | +3.4% |
| 6M | +68.6% | -47.9% | +116.5% | +83.5% |
| YTD | -8.5% | +24.1% | -32.6% | -28.1% |
| 1Y | -12.1% | +26.0% | -38.1% | -31.6% |
| 3Y | -13.2% | +282.7% | -295.9% | -58.2% |
| 5Y | -33.7% | +424.2% | -458.0% | -72.4% |
| All | +144.0% | +608.2% | -464.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling