-15.3%
WDAY vs USFR
+4.0%
-19.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.6% |
| 7D | -4.4% | +0.1% | -4.4% | -5.2% |
| 30D | +14.7% | +0.3% | +14.4% | +9.6% |
| 3M | +32.4% | +1.0% | +31.4% | +13.5% |
| 6M | +36.9% | +1.9% | +34.9% | +10.3% |
| YTD | -8.8% | +2.6% | -11.5% | -28.8% |
| 1Y | -15.3% | +4.0% | -19.3% | -45.2% |
| All | -15.3% | +4.0% | -19.3% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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