+112.2%
WDAY vs IEFA
+148.3%
-36.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.6% |
| 7D | -5.2% | -1.6% | -3.6% | -3.7% |
| 30D | +5.9% | -1.5% | +7.4% | +7.5% |
| 3M | +42.3% | +3.4% | +38.9% | +37.1% |
| 6M | +34.7% | +9.5% | +25.2% | +20.5% |
| YTD | -13.5% | +13.0% | -26.6% | -25.8% |
| 1Y | -18.1% | +18.0% | -36.1% | -33.0% |
| 3Y | -26.4% | +65.4% | -91.7% | -59.0% |
| 5Y | -30.6% | +51.6% | -82.1% | -57.2% |
| All | +112.2% | +148.3% | -36.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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