+123.9%
WDAY vs FN
+837.6%
-713.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.9% | -13.3% | -3.1% |
| 7D | -4.0% | +16.3% | -20.3% | -6.8% |
| 30D | +1.9% | -24.7% | +26.7% | +5.4% |
| 3M | +5.9% | -34.9% | +40.8% | +10.9% |
| 6M | +48.8% | -41.1% | +89.9% | +54.8% |
| YTD | -11.4% | -19.6% | +8.2% | -17.5% |
| 1Y | -15.5% | -18.5% | +3.0% | -22.2% |
| 3Y | -15.6% | +119.1% | -134.8% | -46.4% |
| 5Y | -35.2% | +206.9% | -242.1% | -64.9% |
| 10Y | +123.9% | +826.4% | -702.6% | -10.8% |
| All | +123.9% | +837.6% | -713.7% | -10.8% |
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