+303.5%
WDAY vs FISV
+247.5%
+55.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.1% |
| 30D | +4.1% | +38.4% | -34.4% | -12.6% |
| 3M | -4.8% | +14.9% | -19.8% | -12.2% |
| 6M | +68.6% | +21.8% | +46.8% | +52.0% |
| YTD | -8.5% | -5.0% | -3.5% | -7.2% |
| 1Y | -12.1% | -1.2% | -10.9% | -12.7% |
| 3Y | -13.2% | -47.5% | +34.3% | -4.0% |
| 5Y | -33.7% | -36.7% | +3.0% | -36.4% |
| 10Y | +137.4% | +26.9% | +110.6% | +22.6% |
| All | +303.5% | +247.5% | +55.9% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling