-30.6%
WDAY vs FWONK
+97.7%
-128.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -5.2% | +0.1% | -5.2% | -5.2% |
| 30D | +5.9% | -7.7% | +13.7% | +9.8% |
| 3M | +42.3% | +5.7% | +36.5% | +39.3% |
| 6M | +34.7% | +13.5% | +21.3% | +27.4% |
| YTD | -13.5% | -3.0% | -10.6% | -12.7% |
| 1Y | -18.1% | -6.4% | -11.7% | -16.1% |
| 3Y | -26.4% | +43.8% | -70.2% | -41.0% |
| All | -30.6% | +97.7% | -128.3% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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