+126.2%
WDAY vs FND
+57.9%
+68.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.3% | +3.7% |
| 7D | +1.8% | -6.8% | +8.7% | +3.7% |
| 30D | +4.1% | +8.0% | -3.9% | +1.3% |
| 3M | -4.8% | -18.9% | +14.1% | +0.2% |
| 6M | +68.6% | +4.7% | +63.9% | +62.9% |
| YTD | -8.5% | -21.6% | +13.0% | -5.3% |
| 1Y | -12.1% | -22.0% | +9.9% | -9.1% |
| 3Y | -13.2% | -40.4% | +27.2% | -9.2% |
| 5Y | -33.7% | -63.8% | +30.1% | -22.9% |
| All | +126.2% | +57.9% | +68.4% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling