-13.2%
WDAY vs FISV
-47.4%
+34.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.9% |
| 7D | +1.8% | +1.4% | +0.4% | +1.4% |
| 30D | +4.1% | +38.4% | -34.4% | -6.0% |
| 3M | -4.8% | +14.9% | -19.8% | -9.1% |
| 6M | +68.6% | +21.8% | +46.8% | +59.1% |
| YTD | -8.5% | -5.0% | -3.5% | -9.7% |
| 1Y | -12.1% | -1.2% | -10.9% | -13.7% |
| 3Y | -13.2% | -47.5% | +34.3% | -32.3% |
| All | -13.2% | -47.4% | +34.2% | -32.3% |
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