+163.1%
WDAY vs FTV
+127.5%
+35.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | +1.5% | +18.3% | -16.8% | -7.3% |
| 3M | +5.5% | +10.2% | -4.7% | -0.2% |
| 6M | +57.4% | +12.8% | +44.6% | +46.2% |
| YTD | -11.0% | +23.4% | -34.4% | -22.0% |
| 1Y | -15.8% | +31.4% | -47.2% | -28.8% |
| 3Y | -16.9% | +38.7% | -55.5% | -33.5% |
| 5Y | -35.3% | +18.6% | -53.8% | -44.3% |
| 10Y | +131.0% | +110.1% | +20.9% | +49.8% |
| All | +163.1% | +127.5% | +35.7% | +66.0% |
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