-19.4%
WDAY vs FXI
-11.6%
-7.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -7.4% | -2.8% | -4.6% | -7.2% |
| 30D | +1.0% | -5.3% | +6.3% | +1.3% |
| 3M | +32.7% | +0.3% | +32.3% | +32.8% |
| 6M | +25.6% | -4.6% | +30.2% | +24.8% |
| YTD | -13.4% | -9.1% | -4.3% | -13.5% |
| 1Y | -19.4% | -12.0% | -7.4% | -19.1% |
| All | -19.4% | -11.6% | -7.8% | -19.1% |
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