-26.2%
WDAY vs FISV
-60.0%
+33.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.2% |
| 7D | -7.4% | -6.4% | -1.0% | -5.5% |
| 30D | +1.0% | -6.8% | +7.8% | +3.5% |
| 3M | +32.7% | -10.0% | +42.6% | +37.1% |
| 6M | +25.6% | -20.6% | +46.2% | +33.4% |
| YTD | -13.4% | -27.6% | +14.2% | -6.5% |
| 1Y | -19.4% | -64.3% | +45.0% | -4.7% |
| All | -26.2% | -60.0% | +33.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling