-19.6%
WDAY vs FLUT
-66.0%
+46.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.4% | -5.1% |
| 7D | -6.1% | +3.8% | -9.9% | -7.6% |
| 30D | +3.7% | +6.3% | -2.6% | +0.6% |
| 3M | +29.6% | -4.0% | +33.6% | +30.9% |
| 6M | +23.3% | -10.3% | +33.6% | +26.5% |
| YTD | -13.3% | -53.2% | +39.9% | +2.0% |
| 1Y | -19.6% | -65.0% | +45.4% | +1.8% |
| All | -19.6% | -66.0% | +46.3% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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