-35.5%
WDAY vs FLNC
-71.1%
+35.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | -0.2% |
| 7D | -10.5% | -5.0% | -5.5% | -10.2% |
| 30D | +2.1% | -26.1% | +28.2% | +4.6% |
| 3M | +34.6% | -55.2% | +89.8% | +42.8% |
| 6M | +29.9% | -42.6% | +72.5% | +30.6% |
| YTD | -13.8% | -51.0% | +37.2% | -13.3% |
| 1Y | -18.3% | +43.3% | -61.6% | -30.6% |
| 3Y | -26.2% | -63.4% | +37.3% | -32.6% |
| All | -35.5% | -71.1% | +35.6% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling