-31.1%
WDAY vs FTI
+1,177.2%
-1,208.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 3M | +32.7% | +13.8% | +18.8% | +30.3% |
| 6M | +25.6% | +22.9% | +2.7% | +21.8% |
| YTD | -13.4% | +75.0% | -88.4% | -20.3% |
| 1Y | -19.4% | +96.9% | -116.2% | -27.3% |
| 3Y | -25.8% | +276.7% | -302.5% | -39.7% |
| 5Y | -31.1% | +1,157.0% | -1,188.1% | -52.3% |
| All | -31.1% | +1,177.2% | -1,208.3% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling