+113.3%
WDAY vs FIS
-41.9%
+155.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.7% |
| 7D | -7.4% | -9.1% | +1.7% | -2.5% |
| 30D | +1.0% | -10.4% | +11.5% | +7.7% |
| 3M | +32.7% | -3.7% | +36.4% | +37.0% |
| 6M | +25.6% | -24.8% | +50.4% | +47.0% |
| YTD | -13.4% | -41.6% | +28.2% | +14.9% |
| 1Y | -19.4% | -42.7% | +23.4% | +7.7% |
| 3Y | -25.8% | -26.2% | +0.5% | -16.3% |
| 5Y | -31.1% | -66.1% | +35.0% | +14.8% |
| 10Y | +113.3% | -40.9% | +154.2% | +124.2% |
| All | +113.3% | -41.9% | +155.3% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling