+303.5%
WDAY vs INDA
+131.2%
+172.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.2% |
| 30D | +4.1% | +9.4% | -5.3% | -1.4% |
| 3M | -4.8% | +2.9% | -7.8% | -6.6% |
| 6M | +68.6% | +7.2% | +61.4% | +61.3% |
| YTD | -8.5% | -4.8% | -3.7% | -6.4% |
| 1Y | -12.1% | -5.1% | -7.0% | -10.0% |
| 3Y | -13.2% | +16.7% | -29.9% | -22.7% |
| 5Y | -33.7% | +8.8% | -42.5% | -38.1% |
| 10Y | +137.4% | +116.2% | +21.2% | +48.1% |
| All | +303.5% | +131.2% | +172.2% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling