-26.2%
WDAY vs FTI
+274.9%
-301.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -7.4% | -2.3% | -5.0% | -7.1% |
| 30D | +1.0% | +5.0% | -4.0% | +0.5% |
| 3M | +32.7% | +13.8% | +18.8% | +30.4% |
| 6M | +25.6% | +22.9% | +2.7% | +21.6% |
| YTD | -13.4% | +75.0% | -88.4% | -21.4% |
| 1Y | -19.4% | +96.9% | -116.2% | -28.7% |
| All | -26.2% | +274.9% | -301.2% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling