-35.2%
WDAY vs FLNC
-70.4%
+35.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.1% | +0.1% |
| 7D | -5.2% | -4.1% | -1.1% | -4.9% |
| 30D | +5.9% | -24.8% | +30.7% | +8.4% |
| 3M | +42.3% | -59.1% | +101.4% | +52.5% |
| 6M | +34.7% | -42.0% | +76.7% | +35.4% |
| YTD | -13.5% | -49.8% | +36.3% | -13.2% |
| 1Y | -18.1% | +43.1% | -61.2% | -30.3% |
| 3Y | -26.4% | -61.0% | +34.6% | -33.4% |
| All | -35.2% | -70.4% | +35.1% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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