-34.1%
WDAY vs FICO
+81.4%
-115.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.5% | -0.9% | -1.5% | -2.2% |
| 30D | +4.7% | +3.3% | +1.3% | +2.5% |
| 3M | +13.3% | -31.7% | +45.0% | +27.1% |
| 6M | +57.3% | -34.0% | +91.3% | +78.0% |
| YTD | -10.2% | -58.3% | +48.1% | +20.6% |
| 1Y | -14.1% | -57.9% | +43.9% | +14.8% |
| 3Y | -11.7% | -24.1% | +12.4% | -20.8% |
| All | -34.1% | +81.4% | -115.6% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling