+287.9%
WDAY vs IBN
+444.4%
-156.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -4.6% | +15.8% | -20.3% | -8.9% |
| 30D | +1.2% | +25.1% | -23.8% | -5.7% |
| 3M | +2.6% | +16.0% | -13.4% | -2.3% |
| 6M | +47.8% | +32.8% | +15.0% | +34.8% |
| YTD | -12.1% | +18.0% | -30.1% | -17.2% |
| 1Y | -17.1% | +15.9% | -33.0% | -21.5% |
| 3Y | -17.9% | +57.6% | -75.5% | -30.8% |
| 5Y | -35.1% | +74.7% | -109.8% | -47.1% |
| 10Y | +130.1% | +373.9% | -243.8% | +33.6% |
| All | +287.9% | +444.4% | -156.4% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling