-21.8%
WDAY vs FLEX
+446.9%
-468.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.3% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | +14.7% | -10.1% | +24.9% | +14.2% |
| 3M | +32.4% | -31.3% | +63.7% | +31.6% |
| 6M | +36.9% | +71.3% | -34.4% | +27.8% |
| YTD | -8.8% | +81.2% | -90.1% | -16.3% |
| 1Y | -15.3% | +98.5% | -113.8% | -24.0% |
| All | -21.8% | +446.9% | -468.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling