+302.1%
WDAY vs FLEX
+2,354.7%
-2,052.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | +14.7% | -10.1% | +24.9% | +17.3% |
| 3M | +32.4% | -31.3% | +63.7% | +41.4% |
| 6M | +36.9% | +71.3% | -34.4% | +3.2% |
| YTD | -8.8% | +81.2% | -90.1% | -33.7% |
| 1Y | -15.3% | +98.5% | -113.8% | -41.2% |
| 3Y | -21.2% | +428.2% | -449.5% | -65.0% |
| 5Y | -29.5% | +657.3% | -686.8% | -73.4% |
| 10Y | +120.0% | +995.9% | -875.9% | -37.9% |
| All | +302.1% | +2,354.7% | -2,052.6% | -7.9% |
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 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