-12.1%
WDAY vs FLEX
+20.5%
-32.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.0% | +7.1% | +2.2% |
| 7D | +1.8% | +7.5% | -5.6% | +3.7% |
| 30D | +4.1% | -25.3% | +29.3% | -1.7% |
| 3M | -4.8% | -39.7% | +34.8% | -14.0% |
| 6M | +68.6% | -47.9% | +116.5% | +50.7% |
| YTD | -8.5% | +24.1% | -32.6% | -5.9% |
| 1Y | -12.1% | +26.0% | -38.1% | -9.9% |
| All | -12.1% | +20.5% | -32.6% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling