-0.6%
WDAY vs FOXA
+90.3%
-90.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -6.1% | -0.6% | -5.5% | -5.9% |
| 30D | +3.7% | +2.3% | +1.4% | +3.0% |
| 3M | +29.6% | -2.8% | +32.4% | +29.7% |
| 6M | +23.3% | +9.6% | +13.7% | +18.6% |
| YTD | -13.3% | -9.9% | -3.4% | -11.8% |
| 1Y | -19.6% | +5.4% | -25.0% | -22.1% |
| 3Y | -25.7% | +115.3% | -140.9% | -41.7% |
| 5Y | -31.6% | +93.1% | -124.6% | -45.3% |
| All | -0.6% | +90.3% | -90.9% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling