+41.1%
IGV vs WDAY
-25.5%
+66.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.0% | +0.1% |
| 7D | -3.3% | -6.1% | +2.8% | -0.9% |
| 30D | 0.0% | +3.7% | -3.7% | -2.3% |
| 3M | +7.3% | +29.6% | -22.2% | -5.3% |
| 6M | +16.7% | +23.3% | -6.6% | +4.0% |
| YTD | -2.8% | -13.3% | +10.4% | -0.4% |
| 1Y | -6.7% | -19.6% | +13.0% | -1.9% |
| 3Y | +41.1% | -25.7% | +66.8% | +46.5% |
| All | +41.1% | -25.5% | +66.6% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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