+78.4%
IVV vs WDAY
-20.6%
+99.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.2% |
| 7D | +0.1% | -4.4% | +4.5% | +0.6% |
| 30D | +0.1% | +14.7% | -14.7% | -1.7% |
| 3M | +2.0% | +32.4% | -30.4% | -1.7% |
| 6M | +13.0% | +36.9% | -23.8% | +8.0% |
| YTD | +13.6% | -8.8% | +22.4% | +17.3% |
| 1Y | +20.1% | -15.3% | +35.4% | +25.5% |
| All | +78.4% | -20.6% | +99.0% | +80.5% |
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