+282.1%
WDAY vs IFF
+89.3%
+192.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -7.4% | -3.0% | -4.4% | -6.4% |
| 30D | +1.0% | -0.9% | +1.9% | +1.4% |
| 3M | +32.7% | +11.8% | +20.8% | +27.6% |
| 6M | +25.6% | +16.5% | +9.1% | +16.6% |
| YTD | -13.4% | +26.5% | -39.9% | -22.4% |
| 1Y | -19.4% | +32.7% | -52.1% | -29.4% |
| 3Y | -25.8% | +32.0% | -57.8% | -37.1% |
| 5Y | -31.1% | -36.1% | +5.0% | -23.4% |
| 10Y | +113.3% | -20.1% | +133.4% | +99.0% |
| All | +282.1% | +89.3% | +192.8% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling