+131.0%
WDAY vs IAU
+209.9%
-78.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.3% |
| 7D | -5.3% | -2.0% | -3.3% | -5.2% |
| 30D | +1.5% | -4.4% | +6.0% | +1.9% |
| 3M | +5.5% | -8.9% | +14.4% | +6.1% |
| 6M | +57.4% | -15.9% | +73.4% | +59.6% |
| YTD | -11.0% | -7.8% | -3.2% | -12.2% |
| 1Y | -15.8% | -3.8% | -12.0% | -17.7% |
| 3Y | -16.9% | +104.3% | -121.2% | -34.4% |
| 5Y | -35.3% | +111.2% | -146.5% | -50.3% |
| 10Y | +131.0% | +216.4% | -85.4% | +63.9% |
| All | +131.0% | +209.9% | -78.9% | +63.9% |
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