+69.6%
IWM vs WDAY
-12.7%
+82.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.4% | -0.7% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | +2.3% | +4.1% | -1.8% | +1.8% |
| 3M | -8.3% | -4.8% | -3.5% | -8.0% |
| 6M | -1.3% | +68.6% | -70.0% | -9.4% |
| YTD | +13.5% | -8.5% | +22.0% | +18.6% |
| 1Y | +18.4% | -12.1% | +30.5% | +24.7% |
| 3Y | +69.6% | -13.2% | +82.8% | +75.5% |
| All | +69.6% | -12.7% | +82.4% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling