+125.4%
WDAY vs IBB
+156.3%
-31.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.4% | -4.9% |
| 7D | -2.5% | -1.8% | -0.7% | -1.4% |
| 30D | +4.7% | +5.1% | -0.4% | +0.5% |
| 3M | +13.3% | +10.7% | +2.6% | +4.2% |
| 6M | +57.3% | +22.9% | +34.4% | +32.4% |
| YTD | -10.2% | +26.7% | -36.9% | -27.0% |
| 1Y | -14.1% | +35.1% | -49.2% | -33.9% |
| 3Y | -11.7% | +80.2% | -91.9% | -47.9% |
| 5Y | -33.5% | +37.8% | -71.3% | -50.8% |
| All | +125.4% | +156.3% | -31.0% | +15.8% |
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