-13.5%
WDAY vs IFF
+44.8%
-58.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +1.9% |
| 7D | -1.2% | -3.3% | +2.1% | -1.3% |
| 30D | +6.8% | +5.3% | +1.5% | +7.0% |
| 3M | +17.8% | +8.9% | +8.9% | +18.4% |
| 6M | +57.8% | +26.3% | +31.5% | +61.1% |
| YTD | -6.0% | +32.2% | -38.2% | -6.8% |
| 1Y | -13.5% | +45.8% | -59.3% | -15.8% |
| All | -13.5% | +44.8% | -58.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling