-30.6%
WDAY vs FISV
-53.5%
+22.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | -1.8% |
| 7D | -5.2% | -2.7% | -2.5% | -4.2% |
| 30D | +5.9% | 0.0% | +5.9% | +6.2% |
| 3M | +42.3% | -2.8% | +45.1% | +44.2% |
| 6M | +34.7% | -11.8% | +46.6% | +41.3% |
| YTD | -13.5% | -23.2% | +9.7% | -5.3% |
| 1Y | -18.1% | -62.0% | +43.9% | +6.7% |
| 3Y | -26.4% | -57.6% | +31.2% | -22.2% |
| All | -30.6% | -53.5% | +22.8% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling