-15.3%
WDAY vs FICO
-39.1%
+23.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | +1.4% |
| 7D | -4.4% | -19.2% | +14.8% | +3.7% |
| 30D | +14.7% | -14.6% | +29.3% | +21.7% |
| 3M | +32.4% | -20.1% | +52.5% | +44.0% |
| 6M | +36.9% | -36.3% | +73.2% | +56.6% |
| YTD | -8.8% | -44.9% | +36.0% | +5.4% |
| 1Y | -15.3% | -38.6% | +23.3% | -3.1% |
| All | -15.3% | -39.1% | +23.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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