+144.0%
WDAY vs IAU
+210.9%
-66.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.8% | -4.6% | +6.4% | +2.2% |
| 30D | +4.1% | -5.4% | +9.5% | +4.5% |
| 3M | -4.8% | -10.9% | +6.0% | -4.1% |
| 6M | +68.6% | -17.4% | +86.0% | +71.1% |
| YTD | -8.5% | -10.2% | +1.7% | -9.6% |
| 1Y | -12.1% | -7.1% | -5.0% | -13.8% |
| 3Y | -13.2% | +97.7% | -110.9% | -31.2% |
| 5Y | -33.7% | +105.3% | -139.0% | -49.0% |
| All | +144.0% | +210.9% | -66.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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