-18.1%
WDAY vs IJR
+21.9%
-40.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.2% | -2.2% | -3.0% | -4.7% |
| 30D | +5.9% | -4.6% | +10.5% | +7.0% |
| 3M | +42.3% | +0.2% | +42.0% | +42.4% |
| 6M | +34.7% | +14.7% | +20.0% | +27.7% |
| YTD | -13.5% | +18.9% | -32.4% | -20.3% |
| 1Y | -18.1% | +19.9% | -38.0% | -25.7% |
| All | -18.1% | +21.9% | -40.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling