-21.8%
WDAY vs IBB
+68.6%
-90.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | +14.7% | +10.5% | +4.2% | +10.2% |
| 3M | +32.4% | +23.6% | +8.7% | +21.7% |
| 6M | +36.9% | +22.6% | +14.3% | +25.6% |
| YTD | -8.8% | +25.7% | -34.5% | -17.7% |
| 1Y | -15.3% | +51.4% | -66.7% | -31.1% |
| All | -21.8% | +68.6% | -90.4% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling