+112.2%
WDAY vs IFF
-20.3%
+132.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -5.2% | -3.2% | -2.0% | -4.2% |
| 30D | +5.9% | -0.3% | +6.2% | +6.1% |
| 3M | +42.3% | +8.4% | +33.8% | +38.8% |
| 6M | +34.7% | +23.0% | +11.7% | +23.6% |
| YTD | -13.5% | +25.5% | -39.0% | -21.6% |
| 1Y | -18.1% | +29.1% | -47.1% | -26.7% |
| 3Y | -26.4% | +31.7% | -58.0% | -36.7% |
| 5Y | -30.6% | -35.2% | +4.6% | -23.6% |
| All | +112.2% | -20.3% | +132.5% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling