-26.2%
WDAY vs FOXA
+110.7%
-137.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -7.4% | -5.4% | -2.0% | -5.7% |
| 30D | +1.0% | +1.1% | -0.1% | +0.6% |
| 3M | +32.7% | -6.1% | +38.8% | +32.7% |
| 6M | +25.6% | +8.2% | +17.4% | +20.2% |
| YTD | -13.4% | -11.8% | -1.6% | -12.1% |
| 1Y | -19.4% | +9.9% | -29.3% | -23.5% |
| All | -26.2% | +110.7% | -137.0% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling