+125.5%
WDAY vs FND
+66.0%
+59.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.9% |
| 7D | -4.4% | -5.2% | +0.9% | -3.0% |
| 30D | +14.7% | -19.9% | +34.6% | +21.8% |
| 3M | +32.4% | +2.7% | +29.7% | +29.9% |
| 6M | +36.9% | -21.7% | +58.6% | +43.6% |
| YTD | -8.8% | -17.5% | +8.7% | -6.3% |
| 1Y | -15.3% | -39.3% | +24.0% | -5.4% |
| 3Y | -21.2% | -49.8% | +28.6% | -12.1% |
| 5Y | -29.5% | -60.1% | +30.6% | -19.9% |
| All | +125.5% | +66.0% | +59.4% | +69.9% |
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