+282.1%
WDAY vs IJH
+365.8%
-83.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.9% |
| 7D | -7.4% | -0.7% | -6.6% | -6.7% |
| 30D | +1.0% | -3.8% | +4.9% | +4.7% |
| 3M | +32.7% | 0.0% | +32.7% | +31.9% |
| 6M | +25.6% | +8.8% | +16.8% | +14.2% |
| YTD | -13.4% | +13.5% | -26.9% | -24.7% |
| 1Y | -19.4% | +15.4% | -34.8% | -31.1% |
| 3Y | -25.8% | +50.9% | -76.7% | -52.1% |
| 5Y | -31.1% | +47.8% | -78.9% | -54.3% |
| 10Y | +113.3% | +183.1% | -69.7% | -30.8% |
| All | +282.1% | +365.8% | -83.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling