+302.1%
WDAY vs FIS
+70.8%
+231.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | -4.4% | +1.1% | -5.4% | -4.9% |
| 30D | +14.7% | -2.2% | +17.0% | +16.7% |
| 3M | +32.4% | +2.1% | +30.2% | +32.2% |
| 6M | +36.9% | -14.7% | +51.5% | +50.5% |
| YTD | -8.8% | -35.7% | +26.9% | +16.1% |
| 1Y | -15.3% | -37.1% | +21.8% | +8.7% |
| 3Y | -21.2% | -20.0% | -1.2% | -14.6% |
| 5Y | -29.5% | -62.1% | +32.6% | +11.0% |
| 10Y | +120.0% | -37.4% | +157.4% | +134.4% |
| All | +302.1% | +70.8% | +231.3% | +213.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling