+136.8%
WDAY vs FITB
+208.7%
-72.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -4.8% | +0.8% | -5.6% | -5.0% |
| 30D | +2.5% | +7.3% | -4.8% | +0.2% |
| 3M | +8.8% | -6.3% | +15.1% | +10.8% |
| 6M | +60.7% | +12.6% | +48.2% | +54.2% |
| YTD | -11.2% | +18.0% | -29.2% | -16.5% |
| 1Y | -15.6% | +28.9% | -44.5% | -22.9% |
| 3Y | -17.1% | +139.4% | -156.5% | -38.6% |
| 5Y | -35.7% | +47.2% | -82.9% | -45.8% |
| All | +136.8% | +208.7% | -72.0% | +35.7% |
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