+68.2%
IVV vs WDAY
-33.8%
+102.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +1.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | -5.4% | +4.7% | -10.1% | -6.3% |
| 3M | -4.1% | +13.3% | -17.4% | -7.1% |
| 6M | +0.7% | +57.3% | -56.6% | -10.3% |
| YTD | +8.7% | -10.2% | +18.9% | +10.6% |
| 1Y | +11.0% | -14.1% | +25.0% | +14.0% |
| 3Y | +75.4% | -11.7% | +87.1% | +72.4% |
| All | +68.2% | -33.8% | +102.0% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling