+314.5%
WDAY vs FN
+3,265.9%
-2,951.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +7.9% | +2.9% |
| 7D | -1.2% | -7.0% | +5.8% | -0.4% |
| 30D | +6.8% | -24.7% | +31.5% | +10.7% |
| 3M | +17.8% | -35.7% | +53.5% | +23.8% |
| 6M | +57.8% | -52.4% | +110.2% | +70.7% |
| YTD | -6.0% | -25.0% | +18.9% | -10.4% |
| 1Y | -13.5% | -25.7% | +12.1% | -18.0% |
| 3Y | -7.6% | +110.2% | -117.8% | -37.0% |
| 5Y | -30.5% | +192.3% | -222.9% | -58.1% |
| 10Y | +143.9% | +812.3% | -668.4% | +11.9% |
| All | +314.5% | +3,265.9% | -2,951.4% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling