+302.1%
WDAY vs FXI
+38.4%
+263.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.1% |
| 7D | -4.4% | +1.0% | -5.4% | -4.9% |
| 30D | +14.7% | -0.6% | +15.3% | +15.0% |
| 3M | +32.4% | +1.9% | +30.5% | +31.2% |
| 6M | +36.9% | -0.2% | +37.0% | +36.1% |
| YTD | -8.8% | -5.6% | -3.3% | -7.4% |
| 1Y | -15.3% | -4.7% | -10.6% | -14.5% |
| 3Y | -21.2% | +38.0% | -59.2% | -36.5% |
| 5Y | -29.5% | -2.7% | -26.8% | -33.7% |
| 10Y | +120.0% | +19.9% | +100.1% | +82.2% |
| All | +302.1% | +38.4% | +263.7% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling