-13.5%
WDAY vs FIS
-50.5%
+37.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -23.7% | +25.6% | +15.8% |
| 7D | -1.2% | -18.4% | +17.2% | +5.0% |
| 30D | +6.8% | -11.4% | +18.2% | +4.5% |
| 3M | +17.8% | -32.0% | +49.8% | +50.3% |
| 6M | +57.8% | -35.6% | +93.4% | +108.5% |
| YTD | -6.0% | -53.8% | +47.8% | +50.6% |
| 1Y | -13.5% | -51.1% | +37.5% | +36.0% |
| All | -13.5% | -50.5% | +37.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling