-20.8%
WDAY vs FICO
+4.8%
-25.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | +0.4% |
| 7D | -4.4% | -19.2% | +14.8% | +2.5% |
| 30D | +14.7% | -14.6% | +29.3% | +20.8% |
| 3M | +32.4% | -20.1% | +52.5% | +42.4% |
| 6M | +36.9% | -36.3% | +73.2% | +55.1% |
| YTD | -8.8% | -44.9% | +36.0% | +6.8% |
| 1Y | -15.3% | -38.6% | +23.3% | -4.3% |
| All | -20.8% | +4.8% | -25.6% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling