+166.9%
IWM vs WDAY
+109.7%
+57.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.8% |
| 7D | +1.4% | -6.1% | +7.5% | +3.0% |
| 30D | -2.3% | +3.7% | -6.0% | -4.0% |
| 3M | +4.0% | +29.6% | -25.6% | -5.1% |
| 6M | +17.9% | +23.3% | -5.4% | +7.6% |
| YTD | +20.2% | -13.3% | +33.5% | +21.5% |
| 1Y | +25.0% | -19.6% | +44.6% | +28.8% |
| 3Y | +66.0% | -25.7% | +91.7% | +70.0% |
| 5Y | +40.0% | -31.6% | +71.6% | +42.0% |
| 10Y | +166.9% | +109.9% | +56.9% | +92.5% |
| All | +166.9% | +109.7% | +57.2% | +92.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling