+117.3%
WDAY vs FN
+900.0%
-782.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -5.9% |
| 7D | -4.4% | -1.7% | -2.7% | -4.1% |
| 30D | +14.7% | -22.0% | +36.7% | +18.5% |
| 3M | +32.4% | -43.0% | +75.4% | +42.9% |
| 6M | +36.9% | -27.7% | +64.6% | +36.3% |
| YTD | -8.8% | -10.5% | +1.7% | -15.2% |
| 1Y | -15.3% | +12.5% | -27.8% | -26.7% |
| 3Y | -21.2% | +153.8% | -175.0% | -50.9% |
| 5Y | -29.5% | +288.0% | -317.5% | -63.4% |
| All | +117.3% | +900.0% | -782.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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