-26.6%
WDAY vs IEF
+9.2%
-35.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -10.5% | -1.2% | -9.4% | -10.4% |
| 30D | +2.1% | -1.5% | +3.6% | +2.3% |
| 3M | +34.6% | -1.7% | +36.3% | +34.9% |
| 6M | +29.9% | -3.5% | +33.4% | +30.3% |
| YTD | -13.8% | -2.6% | -11.2% | -13.6% |
| 1Y | -18.3% | -2.4% | -15.9% | -18.1% |
| All | -26.6% | +9.2% | -35.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling