+119.3%
WDAY vs IBB
+129.6%
-10.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.7% |
| 7D | -4.4% | +1.4% | -5.8% | -5.3% |
| 30D | +14.7% | +10.5% | +4.2% | +6.1% |
| 3M | +32.4% | +23.6% | +8.7% | +12.2% |
| 6M | +36.9% | +22.6% | +14.3% | +15.3% |
| YTD | -8.8% | +25.7% | -34.5% | -25.1% |
| 1Y | -15.3% | +51.4% | -66.7% | -40.3% |
| 3Y | -21.2% | +64.4% | -85.6% | -49.3% |
| 5Y | -29.5% | +22.1% | -51.7% | -42.5% |
| All | +119.3% | +129.6% | -10.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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