-13.5%
WDAY vs FXI
-10.5%
-3.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.8% |
| 7D | -1.2% | +6.6% | -7.8% | -1.5% |
| 30D | +6.8% | +2.2% | +4.6% | +6.7% |
| 3M | +17.8% | -4.7% | +22.6% | +17.8% |
| 6M | +57.8% | -4.7% | +62.5% | +55.2% |
| YTD | -6.0% | -9.0% | +3.0% | -7.1% |
| 1Y | -13.5% | -10.5% | -3.0% | -13.9% |
| All | -13.5% | -10.5% | -3.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling