-18.3%
WDAY vs IAU
+18.2%
-36.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.9% |
| 7D | -10.5% | -3.4% | -7.2% | -11.3% |
| 30D | +2.1% | -1.1% | +3.2% | +1.9% |
| 3M | +34.6% | +5.8% | +28.8% | +36.8% |
| 6M | +29.9% | -16.9% | +46.8% | +26.0% |
| YTD | -13.8% | +0.1% | -13.9% | -15.7% |
| 1Y | -18.3% | +18.4% | -36.7% | -21.6% |
| All | -18.3% | +18.2% | -36.5% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling