-26.6%
WDAY vs IJR
+51.3%
-77.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -10.5% | -2.3% | -8.2% | -9.5% |
| 30D | +2.1% | -4.7% | +6.8% | +4.7% |
| 3M | +34.6% | +2.1% | +32.5% | +33.0% |
| 6M | +29.9% | +13.9% | +16.0% | +20.0% |
| YTD | -13.8% | +18.2% | -32.1% | -22.4% |
| 1Y | -18.3% | +21.8% | -40.1% | -27.8% |
| All | -26.6% | +51.3% | -77.9% | -43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling