-15.3%
WDAY vs IDXX
-16.0%
+0.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.5% | -5.8% |
| 7D | -4.4% | -3.5% | -0.8% | -3.0% |
| 30D | +14.7% | -8.4% | +23.2% | +18.8% |
| 3M | +32.4% | -5.2% | +37.6% | +35.1% |
| 6M | +36.9% | -17.5% | +54.3% | +43.6% |
| YTD | -8.8% | -20.9% | +12.0% | -3.5% |
| 1Y | -15.3% | -16.4% | +1.1% | -9.6% |
| All | -15.3% | -16.0% | +0.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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