-30.8%
WDAY vs IEFA
+48.7%
-79.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -10.5% | -2.4% | -8.1% | -8.8% |
| 30D | +2.1% | -2.1% | +4.2% | +3.8% |
| 3M | +34.6% | +5.5% | +29.1% | +28.1% |
| 6M | +29.9% | +8.1% | +21.8% | +19.3% |
| YTD | -13.8% | +11.9% | -25.7% | -24.2% |
| 1Y | -18.3% | +18.1% | -36.4% | -32.1% |
| 3Y | -26.2% | +65.5% | -91.6% | -58.4% |
| 5Y | -30.8% | +50.1% | -80.9% | -58.2% |
| All | -30.8% | +48.7% | -79.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling