-26.2%
WDAY vs INDA
+8.1%
-34.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -7.4% | -2.6% | -4.8% | -6.5% |
| 30D | +1.0% | -2.9% | +3.9% | +2.1% |
| 3M | +32.7% | +2.4% | +30.3% | +31.7% |
| 6M | +25.6% | -2.6% | +28.2% | +27.1% |
| YTD | -13.4% | -10.0% | -3.4% | -9.4% |
| 1Y | -19.4% | -7.7% | -11.7% | -16.8% |
| All | -26.2% | +8.1% | -34.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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