-13.2%
WDAY vs FIS
-38.7%
+25.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.1% | +1.2% |
| 7D | +1.8% | +2.8% | -1.0% | +0.4% |
| 30D | +4.1% | -16.7% | +20.8% | +8.7% |
| 3M | -4.8% | -32.3% | +27.4% | +12.1% |
| 6M | +68.6% | -29.1% | +97.7% | +94.7% |
| YTD | -8.5% | -54.1% | +45.6% | +23.1% |
| 1Y | -12.1% | -53.7% | +41.6% | +17.9% |
| 3Y | -13.2% | -38.8% | +25.7% | -2.7% |
| All | -13.2% | -38.7% | +25.5% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling