+282.1%
WDAY vs IJR
+358.3%
-76.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -7.4% | -1.1% | -6.3% | -6.5% |
| 30D | +1.0% | -3.6% | +4.6% | +4.0% |
| 3M | +32.7% | +2.3% | +30.4% | +29.9% |
| 6M | +25.6% | +14.3% | +11.2% | +11.4% |
| YTD | -13.4% | +19.3% | -32.7% | -26.0% |
| 1Y | -19.4% | +22.6% | -42.0% | -32.8% |
| 3Y | -25.8% | +53.5% | -79.3% | -50.2% |
| 5Y | -31.1% | +39.9% | -71.0% | -49.8% |
| 10Y | +113.3% | +172.1% | -58.7% | -21.9% |
| All | +282.1% | +358.3% | -76.2% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling