+120.2%
WDAY vs FND
+68.8%
+51.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -5.3% | -4.4% | -0.9% | -4.2% |
| 30D | +1.5% | +14.5% | -13.0% | -2.7% |
| 3M | +5.5% | -15.6% | +21.1% | +9.9% |
| 6M | +57.4% | +4.7% | +52.7% | +52.3% |
| YTD | -11.0% | -16.1% | +5.1% | -9.5% |
| 1Y | -15.8% | -16.0% | +0.2% | -14.6% |
| 3Y | -16.9% | -35.5% | +18.6% | -15.0% |
| 5Y | -35.3% | -60.5% | +25.2% | -26.4% |
| All | +120.2% | +68.8% | +51.4% | +64.2% |
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