-30.6%
WDAY vs IJR
+39.9%
-70.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | -5.2% | -2.2% | -3.0% | -3.6% |
| 30D | +5.9% | -4.6% | +10.5% | +9.7% |
| 3M | +42.3% | +0.2% | +42.0% | +41.9% |
| 6M | +34.7% | +14.7% | +20.0% | +20.0% |
| YTD | -13.5% | +18.9% | -32.4% | -25.4% |
| 1Y | -18.1% | +19.9% | -38.0% | -29.9% |
| 3Y | -26.4% | +53.0% | -79.4% | -50.7% |
| All | -30.6% | +39.9% | -70.6% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling