+112.2%
WDAY vs IEF
+3.8%
+108.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.2% | -1.3% | -3.8% | -5.0% |
| 30D | +5.9% | -1.7% | +7.7% | +6.1% |
| 3M | +42.3% | -2.5% | +44.8% | +42.6% |
| 6M | +34.7% | -3.3% | +38.0% | +35.1% |
| YTD | -13.5% | -2.8% | -10.7% | -13.3% |
| 1Y | -18.1% | -2.7% | -15.4% | -17.9% |
| 3Y | -26.4% | +8.9% | -35.3% | -27.3% |
| 5Y | -30.6% | -9.4% | -21.2% | -38.9% |
| All | +112.2% | +3.8% | +108.4% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling