-21.9%
WDAY vs FITB
+135.2%
-157.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -4.4% | +0.6% | -5.0% | -4.5% |
| 30D | +14.7% | -4.7% | +19.5% | +16.0% |
| 3M | +32.4% | +6.7% | +25.7% | +30.0% |
| 6M | +36.9% | +12.6% | +24.3% | +31.7% |
| YTD | -8.8% | +19.1% | -28.0% | -13.8% |
| 1Y | -15.3% | +22.6% | -37.9% | -20.9% |
| All | -21.9% | +135.2% | -157.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling