+303.5%
WDAY vs FTI
+120.7%
+182.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.1% | +1.0% | +2.7% |
| 7D | +1.8% | +4.3% | -2.5% | +1.1% |
| 30D | +4.1% | -4.7% | +8.7% | +4.7% |
| 3M | -4.8% | -13.5% | +8.7% | -2.8% |
| 6M | +68.6% | -8.7% | +77.3% | +69.9% |
| YTD | -8.5% | +49.0% | -57.5% | -16.0% |
| 1Y | -12.1% | +54.0% | -66.1% | -19.8% |
| 3Y | -13.2% | +211.6% | -224.8% | -31.6% |
| 5Y | -33.7% | +881.9% | -915.6% | -59.3% |
| 10Y | +137.4% | +188.1% | -50.7% | +67.0% |
| All | +303.5% | +120.7% | +182.8% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling