+68.6%
WDAY vs FRMI
-52.5%
+121.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +26.7% | -23.7% | +5.7% |
| 7D | +1.8% | +66.2% | -64.4% | +8.2% |
| 30D | +4.1% | -17.4% | +21.5% | +1.3% |
| 3M | -4.8% | -60.5% | +55.6% | -17.2% |
| 6M | +68.6% | -56.5% | +125.1% | +48.9% |
| All | +68.6% | -52.5% | +121.1% | +48.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling