+287.9%
WDAY vs FIS
+16.8%
+271.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.6% | -27.4% | +22.8% | +9.8% |
| 30D | +1.2% | -16.8% | +18.1% | +7.8% |
| 3M | +2.6% | -32.6% | +35.2% | +23.0% |
| 6M | +47.8% | -33.4% | +81.2% | +79.4% |
| YTD | -12.1% | -56.0% | +44.0% | +32.6% |
| 1Y | -17.1% | -55.1% | +37.9% | +23.5% |
| 3Y | -17.9% | -41.4% | +23.5% | +1.8% |
| 5Y | -35.1% | -72.7% | +37.6% | +17.9% |
| 10Y | +130.1% | -55.5% | +185.6% | +183.4% |
| All | +287.9% | +16.8% | +271.2% | +258.3% |
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