-30.8%
WDAY vs FTV
-3.0%
-27.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.8% |
| 7D | -10.5% | -5.2% | -5.3% | -7.7% |
| 30D | +2.1% | -11.5% | +13.6% | +9.6% |
| 3M | +34.6% | -9.0% | +43.7% | +41.6% |
| 6M | +29.9% | -2.0% | +31.9% | +29.3% |
| YTD | -13.8% | -0.9% | -12.9% | -15.4% |
| 1Y | -18.3% | +14.8% | -33.1% | -27.7% |
| 3Y | -26.2% | -5.5% | -20.6% | -27.6% |
| 5Y | -30.8% | -1.9% | -29.0% | -40.5% |
| All | -30.8% | -3.0% | -27.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling