+36.9%
WDAY vs FICO
-35.4%
+72.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -16.7% | +11.3% | +2.4% |
| 7D | -4.4% | -19.2% | +14.8% | +5.0% |
| 30D | +14.7% | -14.6% | +29.3% | +22.6% |
| 3M | +32.4% | -20.1% | +52.5% | +45.7% |
| 6M | +36.9% | -36.3% | +73.2% | +56.9% |
| All | +36.9% | -35.4% | +72.3% | +56.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling