+128.3%
WDAY vs FITB
+224.9%
-96.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.6% | +0.5% | -5.1% | -4.7% |
| 30D | +1.2% | +7.0% | -5.8% | -0.9% |
| 3M | +2.6% | -4.4% | +6.9% | +3.8% |
| 6M | +47.8% | +11.6% | +36.2% | +42.2% |
| YTD | -12.1% | +18.6% | -30.7% | -17.4% |
| 1Y | -17.1% | +29.8% | -47.0% | -24.4% |
| 3Y | -17.9% | +140.7% | -158.6% | -39.2% |
| 5Y | -35.1% | +48.6% | -83.7% | -45.4% |
| All | +128.3% | +224.9% | -96.6% | +30.9% |
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