+121.7%
WDAY vs USFR
+28.6%
+93.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +0.1% | +1.8% | +1.7% |
| 30D | +4.1% | +0.4% | +3.7% | +3.5% |
| 3M | -4.8% | +1.1% | -5.9% | -6.4% |
| 6M | +68.6% | +2.0% | +66.6% | +63.5% |
| YTD | -8.5% | +3.5% | -12.0% | -13.2% |
| 1Y | -12.1% | +4.1% | -16.2% | -17.4% |
| 3Y | -13.2% | +14.4% | -27.5% | -29.5% |
| 5Y | -33.7% | +21.4% | -55.2% | -51.1% |
| 10Y | +137.4% | +28.6% | +108.9% | +60.2% |
| All | +121.7% | +28.6% | +93.1% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling