+585.9%
IVV vs WDAY
+307.5%
+278.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.7% |
| 7D | +0.1% | -4.4% | +4.5% | +1.0% |
| 30D | +0.1% | +14.7% | -14.7% | -3.4% |
| 3M | +2.0% | +32.4% | -30.4% | -5.3% |
| 6M | +13.0% | +36.9% | -23.8% | +3.0% |
| YTD | +13.6% | -8.8% | +22.4% | +13.2% |
| 1Y | +20.1% | -15.3% | +35.4% | +21.3% |
| 3Y | +77.6% | -21.2% | +98.8% | +78.5% |
| 5Y | +82.5% | -29.5% | +112.0% | +82.5% |
| 10Y | +316.5% | +120.0% | +196.5% | +221.0% |
| All | +585.9% | +307.5% | +278.4% | +396.7% |
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