+112.2%
WDAY vs FLR
+19.7%
+92.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.7% |
| 30D | +5.9% | +4.2% | +1.8% | +5.3% |
| 3M | +42.3% | +8.1% | +34.2% | +39.7% |
| 6M | +34.7% | +21.5% | +13.2% | +28.9% |
| YTD | -13.5% | +36.8% | -50.3% | -19.0% |
| 1Y | -18.1% | +31.2% | -49.3% | -23.0% |
| 3Y | -26.4% | +53.9% | -80.3% | -34.5% |
| 5Y | -30.6% | +243.0% | -273.6% | -46.2% |
| All | +112.2% | +19.7% | +92.5% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling