-30.6%
WDAY vs IJH
+48.0%
-78.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.3% |
| 7D | -5.2% | -1.9% | -3.3% | -3.6% |
| 30D | +5.9% | -4.6% | +10.6% | +10.3% |
| 3M | +42.3% | -1.2% | +43.4% | +43.1% |
| 6M | +34.7% | +9.4% | +25.3% | +22.3% |
| YTD | -13.5% | +13.3% | -26.9% | -24.4% |
| 1Y | -18.1% | +13.4% | -31.5% | -28.5% |
| 3Y | -26.4% | +50.4% | -76.8% | -52.9% |
| All | -30.6% | +48.0% | -78.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling