+15.4%
IWM vs WDAY
-16.3%
+31.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +2.8% | -4.8% | +7.5% | +2.7% |
| 30D | +0.6% | +2.5% | -1.9% | +0.7% |
| 3M | -7.8% | +8.8% | -16.5% | -7.6% |
| 6M | -1.0% | +60.7% | -61.7% | -0.4% |
| YTD | +13.9% | -11.2% | +25.1% | +22.3% |
| 1Y | +15.4% | -15.6% | +31.1% | +25.4% |
| All | +15.4% | -16.3% | +31.8% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling