+292.6%
WDAY vs FLR
+1.6%
+291.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -5.3% | +6.3% | -11.6% | -6.3% |
| 30D | +1.5% | +1.8% | -0.3% | +1.0% |
| 3M | +5.5% | -4.4% | +9.9% | +5.7% |
| 6M | +57.4% | +15.9% | +41.6% | +51.1% |
| YTD | -11.0% | +27.7% | -38.7% | -17.0% |
| 1Y | -15.8% | +11.6% | -27.4% | -19.7% |
| 3Y | -16.9% | +39.9% | -56.8% | -26.7% |
| 5Y | -35.3% | +127.5% | -162.8% | -48.8% |
| 10Y | +131.0% | +11.6% | +119.5% | +81.7% |
| All | +292.6% | +1.6% | +291.0% | +229.2% |
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