-33.5%
WDAY vs IEF
-8.1%
-25.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.2% |
| 7D | +1.8% | -2.0% | +3.8% | +3.0% |
| 30D | +4.1% | +0.7% | +3.4% | +3.7% |
| 3M | -4.8% | -2.5% | -2.4% | -3.5% |
| 6M | +68.6% | -2.6% | +71.2% | +71.0% |
| YTD | -8.5% | -3.2% | -5.3% | -7.0% |
| 1Y | -12.1% | -3.0% | -9.1% | -10.7% |
| 3Y | -13.2% | +10.5% | -23.7% | -20.2% |
| All | -33.5% | -8.1% | -25.4% | -36.9% |
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 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