-15.7%
WDAY vs FRMI
-79.6%
+63.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.3% | -10.7% | -4.9% |
| 7D | -4.4% | +2.4% | -6.8% | -4.1% |
| 30D | +14.7% | -17.3% | +32.0% | +13.3% |
| 3M | +32.4% | -17.2% | +49.5% | +31.4% |
| 6M | +36.9% | -43.4% | +80.2% | +35.1% |
| YTD | -8.8% | -36.0% | +27.2% | -9.5% |
| All | -15.7% | -79.6% | +63.9% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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