-26.6%
WDAY vs IJH
+48.6%
-75.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -10.5% | -2.5% | -8.1% | -9.2% |
| 30D | +2.1% | -5.0% | +7.1% | +5.2% |
| 3M | +34.6% | +0.5% | +34.1% | +33.7% |
| 6M | +29.9% | +8.2% | +21.7% | +21.9% |
| YTD | -13.8% | +12.5% | -26.3% | -21.6% |
| 1Y | -18.3% | +14.4% | -32.7% | -26.7% |
| All | -26.6% | +48.6% | -75.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 3y: compounded portfolio wealth divided by compounded IJH 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…
3y analysis · Full analysis span regression · 6 months rolling