+127.0%
WDAY vs FWONK
+276.9%
-149.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | +42.3% | +5.7% | +36.5% | +39.6% |
| 6M | +34.7% | +13.5% | +21.3% | +28.2% |
| YTD | -13.5% | -3.0% | -10.6% | -13.0% |
| 1Y | -18.1% | -6.4% | -11.7% | -16.7% |
| 3Y | -26.4% | +43.8% | -70.2% | -38.0% |
| 5Y | -30.6% | +98.6% | -129.2% | -48.4% |
| 10Y | +112.9% | +340.0% | -227.1% | +11.7% |
| All | +127.0% | +276.9% | -149.9% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling