+302.1%
WDAY vs ICE
+635.6%
-333.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.2% |
| 7D | -4.4% | -0.7% | -3.7% | -3.9% |
| 30D | +14.7% | +7.6% | +7.1% | +10.1% |
| 3M | +32.4% | +13.9% | +18.4% | +22.7% |
| 6M | +36.9% | -2.4% | +39.2% | +39.0% |
| YTD | -8.8% | +0.3% | -9.1% | -9.2% |
| 1Y | -15.3% | -6.4% | -8.9% | -12.3% |
| 3Y | -21.2% | +43.1% | -64.3% | -37.7% |
| 5Y | -29.5% | +42.1% | -71.6% | -44.2% |
| 10Y | +120.0% | +220.9% | -100.9% | +17.3% |
| All | +302.1% | +635.6% | -333.5% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling