+112.2%
WDAY vs FTI
+305.3%
-193.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | -5.2% | -4.4% | -0.8% | -4.6% |
| 30D | +5.9% | +1.5% | +4.5% | +5.7% |
| 3M | +42.3% | +8.2% | +34.1% | +40.2% |
| 6M | +34.7% | +18.8% | +15.9% | +30.7% |
| YTD | -13.5% | +71.7% | -85.2% | -20.9% |
| 1Y | -18.1% | +90.0% | -108.1% | -26.3% |
| 3Y | -26.4% | +270.5% | -296.9% | -41.0% |
| 5Y | -30.6% | +1,084.5% | -1,115.1% | -54.7% |
| All | +112.2% | +305.3% | -193.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling