+314.5%
WDAY vs FICO
+1,502.2%
-1,187.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +3.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | +6.8% | +1.7% | +5.2% | +4.7% |
| 3M | +17.8% | -33.0% | +50.9% | +35.6% |
| 6M | +57.8% | -33.9% | +91.7% | +81.3% |
| YTD | -6.0% | -58.5% | +52.5% | +33.6% |
| 1Y | -13.5% | -56.4% | +42.8% | +19.4% |
| 3Y | -7.6% | -24.7% | +17.1% | -14.7% |
| 5Y | -30.5% | +83.1% | -113.6% | -62.9% |
| 10Y | +143.9% | +517.2% | -373.3% | -32.9% |
| All | +314.5% | +1,502.2% | -1,187.7% | -17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling