-15.8%
WDAY vs FN
-19.6%
+3.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.9% | -4.7% | +2.2% |
| 7D | -5.3% | +8.0% | -13.3% | -3.6% |
| 30D | +1.5% | -19.1% | +20.7% | -1.3% |
| 3M | +5.5% | -29.8% | +35.3% | +1.6% |
| 6M | +57.4% | -43.2% | +100.6% | +50.3% |
| YTD | -11.0% | -18.9% | +8.0% | -13.8% |
| 1Y | -15.8% | -17.9% | +2.1% | -19.3% |
| All | -15.8% | -19.6% | +3.8% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling