+303.5%
WDAY vs FLR
-1.7%
+305.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.2% |
| 7D | +1.8% | +5.4% | -3.5% | +1.0% |
| 30D | +4.1% | +2.8% | +1.2% | +3.3% |
| 3M | -4.8% | -6.4% | +1.6% | -4.3% |
| 6M | +68.6% | +8.8% | +59.9% | +63.5% |
| YTD | -8.5% | +23.6% | -32.1% | -14.3% |
| 1Y | -12.1% | +13.8% | -25.9% | -16.5% |
| 3Y | -13.2% | +36.5% | -49.7% | -23.2% |
| 5Y | -33.7% | +119.3% | -153.1% | -47.3% |
| 10Y | +137.4% | +8.0% | +129.5% | +87.7% |
| All | +303.5% | -1.7% | +305.2% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling