+556.6%
IVV vs WDAY
+301.5%
+255.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +4.0% | +1.1% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | -5.4% | +4.7% | -10.1% | -6.4% |
| 3M | -4.1% | +13.3% | -17.4% | -7.4% |
| 6M | +0.7% | +57.3% | -56.6% | -10.8% |
| YTD | +8.7% | -10.2% | +18.9% | +8.4% |
| 1Y | +11.0% | -14.1% | +25.0% | +11.6% |
| 3Y | +75.4% | -11.7% | +87.1% | +71.2% |
| 5Y | +68.3% | -33.5% | +101.8% | +70.2% |
| 10Y | +315.5% | +133.1% | +182.5% | +216.9% |
| All | +556.6% | +301.5% | +255.1% | +375.6% |
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 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