+113.3%
WDAY vs FITB
+282.4%
-169.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -7.4% | -0.4% | -7.0% | -7.3% |
| 30D | +1.0% | -5.1% | +6.2% | +2.5% |
| 3M | +32.7% | +3.5% | +29.1% | +31.1% |
| 6M | +25.6% | +17.2% | +8.4% | +18.7% |
| YTD | -13.4% | +17.6% | -31.0% | -18.4% |
| 1Y | -19.4% | +23.4% | -42.7% | -25.2% |
| 3Y | -25.8% | +129.7% | -155.5% | -44.3% |
| 5Y | -31.1% | +68.4% | -99.5% | -44.3% |
| 10Y | +113.3% | +285.6% | -172.3% | +18.1% |
| All | +113.3% | +282.4% | -169.1% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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