-19.4%
WDAY vs FLEX
+101.8%
-121.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.5% |
| 7D | -7.4% | +6.4% | -13.7% | -5.9% |
| 30D | +1.0% | -5.9% | +6.9% | 0.0% |
| 3M | +32.7% | -23.5% | +56.1% | +28.1% |
| 6M | +25.6% | +83.7% | -58.1% | +38.8% |
| YTD | -13.4% | +86.5% | -99.9% | -4.9% |
| 1Y | -19.4% | +100.5% | -119.9% | -10.5% |
| All | -19.4% | +101.8% | -121.2% | -10.5% |
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