+290.7%
WDAY vs FXI
+33.7%
+257.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.0% | +4.4% | -8.4% | -5.8% |
| 30D | +1.9% | +1.2% | +0.7% | +1.3% |
| 3M | +5.9% | -4.2% | +10.1% | +7.8% |
| 6M | +48.8% | -6.2% | +55.0% | +52.5% |
| YTD | -11.4% | -8.8% | -2.6% | -8.7% |
| 1Y | -15.5% | -11.6% | -3.9% | -11.6% |
| 3Y | -15.6% | +45.1% | -60.8% | -34.0% |
| 5Y | -35.2% | -1.2% | -34.0% | -39.6% |
| 10Y | +123.9% | +20.1% | +103.8% | +85.0% |
| All | +290.7% | +33.7% | +257.0% | +206.6% |
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