+768.8%
IGV vs WDAY
+307.5%
+461.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | +0.1% |
| 7D | -4.5% | -4.4% | -0.1% | -2.8% |
| 30D | +3.2% | +14.7% | -11.5% | -3.6% |
| 3M | +4.5% | +32.4% | -27.8% | -9.2% |
| 6M | +22.1% | +36.9% | -14.8% | +3.5% |
| YTD | -1.0% | -8.8% | +7.8% | -0.5% |
| 1Y | -2.1% | -15.3% | +13.2% | +1.0% |
| 3Y | +44.6% | -21.2% | +65.8% | +49.3% |
| 5Y | +22.2% | -29.5% | +51.7% | +28.7% |
| 10Y | +364.7% | +120.0% | +244.7% | +221.3% |
| All | +768.8% | +307.5% | +461.3% | +450.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling