-15.6%
WDAY vs IAU
+110.6%
-126.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.1% |
| 7D | -4.0% | +4.9% | -8.9% | -3.3% |
| 30D | +1.9% | -1.4% | +3.3% | +1.7% |
| 3M | +5.9% | -4.8% | +10.7% | +5.1% |
| 6M | +48.8% | -12.5% | +61.3% | +46.2% |
| YTD | -11.4% | -4.2% | -7.3% | -12.8% |
| 1Y | -15.5% | +3.1% | -18.6% | -16.6% |
| 3Y | -15.6% | +110.0% | -125.6% | -18.5% |
| All | -15.6% | +110.6% | -126.2% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling