+113.2%
WDAY vs FND
+54.9%
+58.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -10.5% | -5.1% | -5.5% | -9.2% |
| 30D | +2.1% | -22.5% | +24.6% | +9.6% |
| 3M | +34.6% | -5.0% | +39.6% | +35.3% |
| 6M | +29.9% | -21.5% | +51.4% | +36.2% |
| YTD | -13.8% | -23.0% | +9.2% | -9.7% |
| 1Y | -18.3% | -44.9% | +26.6% | -6.0% |
| 3Y | -26.2% | -50.0% | +23.8% | -17.8% |
| 5Y | -30.8% | -63.3% | +32.5% | -19.4% |
| All | +113.2% | +54.9% | +58.2% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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