+113.3%
WDAY vs IBN
+312.2%
-198.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -7.4% | -5.1% | -2.3% | -5.8% |
| 30D | +1.0% | -3.5% | +4.5% | +2.1% |
| 3M | +32.7% | +11.3% | +21.4% | +28.0% |
| 6M | +25.6% | +4.4% | +21.2% | +23.2% |
| YTD | -13.4% | -1.8% | -11.6% | -13.4% |
| 1Y | -19.4% | -8.0% | -11.4% | -17.9% |
| 3Y | -25.8% | +27.1% | -52.8% | -33.6% |
| 5Y | -31.1% | +54.5% | -85.6% | -42.5% |
| 10Y | +113.3% | +314.2% | -200.9% | +32.5% |
| All | +113.3% | +312.2% | -198.9% | +32.5% |
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