+112.2%
WDAY vs IBKR
+1,011.6%
-899.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.4% |
| 7D | -5.2% | -1.3% | -3.8% | -4.7% |
| 30D | +5.9% | -0.2% | +6.2% | +5.6% |
| 3M | +42.3% | +3.0% | +39.3% | +38.9% |
| 6M | +34.7% | +33.9% | +0.9% | +18.7% |
| YTD | -13.5% | +42.5% | -56.0% | -26.2% |
| 1Y | -18.1% | +44.9% | -62.9% | -31.0% |
| 3Y | -26.4% | +293.0% | -319.4% | -60.6% |
| 5Y | -30.6% | +497.7% | -528.2% | -70.3% |
| All | +112.2% | +1,011.6% | -899.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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