-26.4%
WDAY vs IDXX
+7.6%
-33.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.2% | -5.7% | +0.6% | -3.5% |
| 30D | +5.9% | -11.5% | +17.5% | +9.6% |
| 3M | +42.3% | -9.5% | +51.8% | +46.6% |
| 6M | +34.7% | -16.0% | +50.7% | +41.0% |
| YTD | -13.5% | -25.4% | +11.9% | -7.0% |
| 1Y | -18.1% | -21.8% | +3.7% | -13.0% |
| 3Y | -26.4% | +7.0% | -33.4% | -30.3% |
| All | -26.4% | +7.6% | -33.9% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling