+111.5%
WDAY vs FISV
-2.2%
+113.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -10.5% | -7.2% | -3.3% | -7.3% |
| 30D | +2.1% | -7.2% | +9.3% | +6.3% |
| 3M | +34.6% | -8.2% | +42.8% | +40.8% |
| 6M | +29.9% | -17.7% | +47.6% | +42.9% |
| YTD | -13.8% | -27.2% | +13.3% | +0.1% |
| 1Y | -18.3% | -63.0% | +44.7% | +19.0% |
| 3Y | -26.2% | -59.8% | +33.6% | -8.0% |
| 5Y | -30.8% | -55.8% | +25.0% | -20.9% |
| All | +111.5% | -2.2% | +113.7% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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