-15.4%
WDAY vs FRMI
-89.6%
+74.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +26.7% | -23.7% | +5.0% |
| 7D | +1.8% | +66.2% | -64.4% | +6.2% |
| 30D | +4.1% | -17.4% | +21.5% | +2.8% |
| 3M | -4.8% | -60.5% | +55.6% | -11.2% |
| 6M | +68.6% | -56.5% | +125.1% | +59.6% |
| YTD | -8.5% | -67.4% | +58.8% | -13.6% |
| 1Y | -12.1% | -85.1% | +73.0% | -18.8% |
| All | -15.4% | -89.6% | +74.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling