+136.8%
WDAY vs IBN
+383.7%
-247.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -4.8% | +5.7% | -10.5% | -6.6% |
| 30D | +2.5% | +20.5% | -18.0% | -3.8% |
| 3M | +8.8% | +15.2% | -6.5% | +3.4% |
| 6M | +60.7% | +34.5% | +26.2% | +45.0% |
| YTD | -11.2% | +16.4% | -27.6% | -16.3% |
| 1Y | -15.6% | +13.5% | -29.2% | -19.8% |
| 3Y | -17.1% | +55.4% | -72.5% | -31.0% |
| 5Y | -35.7% | +73.1% | -108.8% | -48.6% |
| All | +136.8% | +383.7% | -247.0% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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