+301.5%
IWM vs WDAY
+301.5%
0.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.9% |
| 7D | -2.0% | -2.5% | +0.5% | -1.4% |
| 30D | -1.5% | +4.7% | -6.1% | -2.7% |
| 3M | -8.0% | +13.3% | -21.3% | -11.8% |
| 6M | -4.1% | +57.3% | -61.4% | -17.2% |
| YTD | +11.9% | -10.2% | +22.1% | +11.3% |
| 1Y | +15.0% | -14.1% | +29.1% | +15.6% |
| 3Y | +64.2% | -11.7% | +75.9% | +59.4% |
| 5Y | +20.4% | -33.5% | +53.9% | +22.4% |
| 10Y | +168.0% | +133.1% | +34.9% | +91.6% |
| All | +301.5% | +301.5% | 0.0% | +169.0% |
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