-30.4%
WDAY vs FN
+189.5%
-219.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +7.9% | +2.4% |
| 7D | -1.2% | -7.0% | +5.8% | -0.8% |
| 30D | +6.8% | -24.7% | +31.5% | +8.8% |
| 3M | +17.8% | -35.7% | +53.5% | +21.0% |
| 6M | +57.8% | -52.4% | +110.2% | +65.9% |
| YTD | -6.0% | -25.0% | +18.9% | -10.9% |
| 1Y | -13.5% | -25.7% | +12.1% | -18.5% |
| 3Y | -7.6% | +110.2% | -117.8% | -39.1% |
| All | -30.4% | +189.5% | -219.9% | -64.6% |
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 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