-31.6%
WDAY vs FIS
-64.6%
+33.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -2.1% |
| 7D | -6.1% | -3.5% | -2.6% | -4.5% |
| 30D | +3.7% | -7.8% | +11.5% | +8.2% |
| 3M | +29.6% | +0.8% | +28.7% | +30.7% |
| 6M | +23.3% | -21.9% | +45.2% | +38.2% |
| YTD | -13.3% | -39.5% | +26.2% | +6.9% |
| 1Y | -19.6% | -41.0% | +21.3% | -0.2% |
| 3Y | -25.7% | -23.6% | -2.1% | -18.7% |
| 5Y | -31.6% | -65.6% | +34.1% | -1.5% |
| All | -31.6% | -64.6% | +33.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling