+78.8%
IVV vs WDAY
-15.3%
+94.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.3% | -4.8% | +8.1% | +3.8% |
| 30D | -2.7% | +2.5% | -5.1% | -3.0% |
| 3M | -1.7% | +8.8% | -10.5% | -2.9% |
| 6M | +3.2% | +60.7% | -57.6% | -3.7% |
| YTD | +12.0% | -11.2% | +23.2% | +16.0% |
| 1Y | +12.1% | -15.6% | +27.7% | +17.2% |
| All | +78.8% | -15.3% | +94.1% | +86.6% |
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