+144.0%
WDAY vs FTV
+109.2%
+34.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | +3.9% | -2.1% | -0.2% |
| 30D | +4.1% | +18.7% | -14.6% | -5.2% |
| 3M | -4.8% | +10.0% | -14.9% | -10.0% |
| 6M | +68.6% | +14.6% | +54.1% | +55.1% |
| YTD | -8.5% | +23.4% | -32.0% | -20.0% |
| 1Y | -12.1% | +31.3% | -43.4% | -25.8% |
| 3Y | -13.2% | +39.8% | -53.0% | -31.1% |
| 5Y | -33.7% | +17.7% | -51.4% | -43.0% |
| All | +144.0% | +109.2% | +34.8% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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