-13.5%
WDAY vs ICE
+21.0%
-34.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.4% | +0.4% |
| 7D | -1.2% | +12.2% | -13.4% | -9.0% |
| 30D | +6.8% | +15.0% | -8.1% | -3.7% |
| 3M | +17.8% | +17.6% | +0.2% | +5.1% |
| 6M | +57.8% | +12.6% | +45.2% | +43.4% |
| YTD | -6.0% | +9.1% | -15.1% | -13.2% |
| 1Y | -13.5% | +20.6% | -34.1% | -26.0% |
| All | -13.5% | +21.0% | -34.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling