-31.1%
WDAY vs IEF
-8.6%
-22.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | +1.0% | -0.6% | +1.6% | +1.4% |
| 3M | +32.7% | -1.0% | +33.7% | +33.4% |
| 6M | +25.6% | -3.1% | +28.7% | +27.7% |
| YTD | -13.4% | -1.9% | -11.5% | -12.5% |
| 1Y | -19.4% | -1.4% | -18.0% | -18.9% |
| 3Y | -25.8% | +9.8% | -35.6% | -31.1% |
| 5Y | -31.1% | -8.8% | -22.3% | -31.6% |
| All | -31.1% | -8.6% | -22.5% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling