-15.3%
WDAY vs FOXA
+9.1%
-24.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.3% |
| 7D | -4.4% | -4.0% | -0.4% | -3.1% |
| 30D | +14.7% | +12.0% | +2.8% | +10.8% |
| 3M | +32.4% | +0.3% | +32.1% | +27.7% |
| 6M | +36.9% | +12.5% | +24.4% | +27.4% |
| YTD | -8.8% | -9.6% | +0.8% | -9.6% |
| 1Y | -15.3% | +8.6% | -23.9% | -21.2% |
| All | -15.3% | +9.1% | -24.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling