-25.7%
WDAY vs ICE
+41.9%
-67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.6% |
| 7D | -6.1% | -1.2% | -4.9% | -5.4% |
| 30D | +3.7% | +5.0% | -1.3% | +1.3% |
| 3M | +29.6% | +13.9% | +15.7% | +21.0% |
| 6M | +23.3% | -4.4% | +27.7% | +25.5% |
| YTD | -13.3% | -1.9% | -11.4% | -12.9% |
| 1Y | -19.6% | -8.1% | -11.5% | -17.0% |
| 3Y | -25.7% | +42.5% | -68.2% | -36.6% |
| All | -25.7% | +41.9% | -67.6% | -36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling