+104.8%
WDAY vs FTAI
+2,432.1%
-2,327.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | +0.7% |
| 7D | -7.4% | -0.2% | -7.2% | -7.4% |
| 30D | +1.0% | -13.6% | +14.7% | +2.7% |
| 3M | +32.7% | -20.6% | +53.2% | +35.2% |
| 6M | +25.6% | -32.6% | +58.2% | +29.1% |
| YTD | -13.4% | -5.4% | -8.0% | -16.8% |
| 1Y | -19.4% | +12.9% | -32.2% | -25.7% |
| 3Y | -25.8% | +428.1% | -453.9% | -54.9% |
| 5Y | -31.1% | +863.0% | -894.1% | -64.4% |
| 10Y | +113.3% | +3,092.6% | -2,979.3% | -17.0% |
| All | +104.8% | +2,432.1% | -2,327.3% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 all: compounded portfolio wealth divided by compounded FTAI 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…
all analysis · Full analysis span regression · 6 months rolling