-31.4%
WDAY vs FRSH
-72.5%
+41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -5.2% | -6.6% | +1.4% | -2.6% |
| 30D | +5.9% | +2.1% | +3.8% | +5.4% |
| 3M | +42.3% | +29.0% | +13.3% | +30.5% |
| 6M | +34.7% | +48.6% | -13.9% | +18.3% |
| YTD | -13.5% | -2.9% | -10.6% | -12.8% |
| 1Y | -18.1% | -7.9% | -10.2% | -16.0% |
| 3Y | -26.4% | -46.5% | +20.1% | -14.4% |
| All | -31.4% | -72.5% | +41.1% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling