+169.5%
WDAY vs FTV
+90.8%
+78.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.9% |
| 7D | -4.4% | -4.5% | +0.1% | -2.0% |
| 30D | +14.7% | -7.1% | +21.8% | +19.3% |
| 3M | +32.4% | -7.2% | +39.5% | +37.1% |
| 6M | +36.9% | -1.5% | +38.4% | +36.4% |
| YTD | -8.8% | +3.5% | -12.3% | -12.1% |
| 1Y | -15.3% | +20.3% | -35.6% | -25.2% |
| 3Y | -21.2% | -3.1% | -18.1% | -23.1% |
| 5Y | -29.5% | +2.3% | -31.9% | -34.2% |
| 10Y | +120.0% | +76.3% | +43.7% | +57.0% |
| All | +169.5% | +90.8% | +78.7% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling