-34.1%
WDAY vs FN
+170.4%
-204.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +11.7% | -15.3% | -4.4% |
| 7D | -2.5% | 0.0% | -2.4% | -2.7% |
| 30D | +4.7% | -34.3% | +39.0% | +7.6% |
| 3M | +13.3% | -39.9% | +53.2% | +16.9% |
| 6M | +57.3% | -51.8% | +109.1% | +64.4% |
| YTD | -10.2% | -28.1% | +18.0% | -14.7% |
| 1Y | -14.1% | -29.1% | +15.0% | -18.8% |
| 3Y | -11.7% | +102.4% | -114.1% | -41.8% |
| All | -34.1% | +170.4% | -204.5% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling