-35.3%
WDAY vs USFR
+21.4%
-56.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | +1.5% | +0.4% | +1.2% | +1.3% |
| 3M | +5.5% | +1.1% | +4.4% | +4.6% |
| 6M | +57.4% | +2.1% | +55.4% | +54.8% |
| YTD | -11.0% | +3.4% | -14.4% | -12.6% |
| 1Y | -15.8% | +4.1% | -19.9% | -17.5% |
| 3Y | -16.9% | +14.4% | -31.3% | -18.5% |
| 5Y | -35.3% | +21.4% | -56.7% | -40.8% |
| All | -35.3% | +21.4% | -56.6% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling