-13.5%
WDAY vs FLR
+2.5%
-16.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +1.8% |
| 7D | -1.2% | +1.4% | -2.6% | -1.0% |
| 30D | +6.8% | -5.9% | +12.7% | +6.0% |
| 3M | +17.8% | -7.6% | +25.5% | +16.4% |
| 6M | +57.8% | -9.3% | +67.1% | +59.0% |
| YTD | -6.0% | +20.1% | -26.2% | -6.8% |
| 1Y | -13.5% | +3.0% | -16.6% | -12.3% |
| All | -13.5% | +2.5% | -16.1% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling