+130.1%
WDAY vs FICO
+535.6%
-405.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | -4.6% | +0.9% | -5.4% | -5.1% |
| 30D | +1.2% | +9.4% | -8.2% | -4.2% |
| 3M | +2.6% | -30.4% | +32.9% | +16.4% |
| 6M | +47.8% | -35.1% | +82.9% | +72.0% |
| YTD | -12.1% | -56.8% | +44.7% | +23.8% |
| 1Y | -17.1% | -58.4% | +41.3% | +18.8% |
| 3Y | -17.9% | -26.7% | +8.8% | -24.3% |
| 5Y | -35.1% | +88.0% | -123.1% | -68.3% |
| 10Y | +130.1% | +545.7% | -415.6% | -59.7% |
| All | +130.1% | +535.6% | -405.4% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling