-31.6%
WDAY vs FLEX
+698.8%
-730.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -5.3% |
| 7D | -6.1% | +7.0% | -13.1% | -6.7% |
| 30D | +3.7% | -5.8% | +9.5% | +4.1% |
| 3M | +29.6% | -24.2% | +53.8% | +32.0% |
| 6M | +23.3% | +90.8% | -67.5% | -1.3% |
| YTD | -13.3% | +89.2% | -102.5% | -31.6% |
| 1Y | -19.6% | +104.7% | -124.4% | -39.1% |
| 3Y | -25.7% | +478.1% | -503.8% | -66.0% |
| 5Y | -31.6% | +726.2% | -757.8% | -75.9% |
| All | -31.6% | +698.8% | -730.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling