-20.0%
WDAY vs FRMI
-78.1%
+58.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.5% |
| 7D | -5.2% | +7.4% | -12.6% | -4.4% |
| 30D | +5.9% | -27.6% | +33.6% | +3.7% |
| 3M | +42.3% | -20.9% | +63.1% | +41.3% |
| 6M | +34.7% | -36.6% | +71.3% | +34.0% |
| YTD | -13.5% | -31.3% | +17.7% | -13.5% |
| All | -20.0% | -78.1% | +58.1% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling