-13.2%
WDAY vs ICE
+69.4%
-82.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +2.8% |
| 7D | +1.8% | +3.6% | -1.8% | -0.2% |
| 30D | +4.1% | +15.1% | -11.0% | -4.3% |
| 3M | -4.8% | +15.4% | -20.2% | -12.5% |
| 6M | +68.6% | +16.1% | +52.5% | +53.7% |
| YTD | -8.5% | +11.4% | -19.9% | -14.9% |
| 1Y | -12.1% | +18.5% | -30.6% | -20.5% |
| 3Y | -13.2% | +70.5% | -83.7% | -27.8% |
| All | -13.2% | +69.4% | -82.6% | -27.8% |
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