-25.7%
WDAY vs USFR
+14.0%
-39.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +3.7% | +0.3% | +3.4% | +3.3% |
| 3M | +29.6% | +1.0% | +28.6% | +27.9% |
| 6M | +23.3% | +1.9% | +21.4% | +21.8% |
| YTD | -13.3% | +2.7% | -15.9% | -13.9% |
| 1Y | -19.6% | +4.0% | -23.7% | -19.6% |
| 3Y | -25.7% | +14.0% | -39.7% | -13.7% |
| All | -25.7% | +14.0% | -39.7% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling