+290.7%
WDAY vs FITB
+447.3%
-156.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -2.2% |
| 7D | -4.0% | -1.1% | -2.9% | -3.7% |
| 30D | +1.9% | +7.3% | -5.4% | -0.5% |
| 3M | +5.9% | -4.0% | +9.9% | +7.1% |
| 6M | +48.8% | +11.9% | +36.9% | +42.5% |
| YTD | -11.4% | +19.0% | -30.4% | -17.5% |
| 1Y | -15.5% | +31.0% | -46.6% | -23.9% |
| 3Y | -15.6% | +143.8% | -159.4% | -39.8% |
| 5Y | -35.2% | +48.9% | -84.1% | -46.6% |
| 10Y | +123.9% | +236.6% | -112.8% | +15.9% |
| All | +290.7% | +447.3% | -156.6% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling