-31.1%
WDAY vs FLR
+245.1%
-276.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.2% |
| 7D | -7.4% | -3.1% | -4.3% | -7.1% |
| 30D | +1.0% | +4.9% | -3.9% | +0.5% |
| 3M | +32.7% | +10.8% | +21.9% | +30.2% |
| 6M | +25.6% | +19.7% | +5.9% | +20.9% |
| YTD | -13.4% | +38.4% | -51.7% | -19.0% |
| 1Y | -19.4% | +34.7% | -54.0% | -24.6% |
| 3Y | -25.8% | +56.7% | -82.4% | -35.8% |
| 5Y | -31.1% | +241.6% | -272.7% | -48.0% |
| All | -31.1% | +245.1% | -276.2% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling