-13.5%
WDAY vs FRSH
+21.1%
-34.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.3% | +6.8% |
| 7D | -1.2% | -13.8% | +12.6% | +10.5% |
| 30D | +6.8% | +0.3% | +6.5% | +5.5% |
| 3M | +17.8% | +10.1% | +7.7% | +7.4% |
| 6M | +57.8% | +47.7% | +10.2% | +16.3% |
| YTD | -6.0% | +8.2% | -14.3% | -15.9% |
| 1Y | -13.5% | +21.4% | -35.0% | -31.7% |
| All | -13.5% | +21.1% | -34.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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