+144.0%
WDAY vs IBN
+385.6%
-241.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +2.9% |
| 7D | +1.8% | +1.9% | 0.0% | +1.2% |
| 30D | +4.1% | +22.1% | -18.0% | -2.8% |
| 3M | -4.8% | +17.1% | -21.9% | -9.9% |
| 6M | +68.6% | +35.5% | +33.1% | +51.7% |
| YTD | -8.5% | +16.8% | -25.3% | -13.9% |
| 1Y | -12.1% | +12.4% | -24.5% | -16.2% |
| 3Y | -13.2% | +58.0% | -71.2% | -28.2% |
| 5Y | -33.7% | +73.7% | -107.5% | -47.1% |
| All | +144.0% | +385.6% | -241.6% | +37.9% |
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