+60.7%
WDAY vs FTI
-9.4%
+70.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -4.8% | +5.4% | -10.2% | -3.9% |
| 30D | +2.5% | -8.2% | +10.7% | +1.4% |
| 3M | +8.8% | -13.7% | +22.5% | +6.5% |
| 6M | +60.7% | -11.2% | +71.9% | +64.8% |
| All | +60.7% | -9.4% | +70.1% | +64.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling