+287.9%
WDAY vs FLEX
+1,605.6%
-1,317.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | -4.6% | -13.6% | +9.1% | -2.1% |
| 30D | +1.2% | -36.5% | +37.7% | +10.8% |
| 3M | +2.6% | -36.4% | +39.0% | +11.1% |
| 6M | +47.8% | -46.5% | +94.2% | +61.3% |
| YTD | -12.1% | +25.9% | -38.0% | -31.9% |
| 1Y | -17.1% | +19.6% | -36.7% | -35.0% |
| 3Y | -17.9% | +287.0% | -304.9% | -61.7% |
| 5Y | -35.1% | +466.6% | -501.7% | -74.5% |
| 10Y | +130.1% | +626.9% | -496.8% | -29.3% |
| All | +287.9% | +1,605.6% | -1,317.7% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling