+302.1%
WDAY vs INDA
+124.3%
+177.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | +0.7% | -5.1% | -4.8% |
| 30D | +14.7% | -0.8% | +15.5% | +15.3% |
| 3M | +32.4% | +3.9% | +28.4% | +29.4% |
| 6M | +36.9% | -0.7% | +37.6% | +36.8% |
| YTD | -8.8% | -7.7% | -1.2% | -4.9% |
| 1Y | -15.3% | -5.1% | -10.2% | -13.3% |
| 3Y | -21.2% | +13.6% | -34.8% | -28.6% |
| 5Y | -29.5% | +7.8% | -37.3% | -33.8% |
| 10Y | +120.0% | +84.6% | +35.4% | +49.0% |
| All | +302.1% | +124.3% | +177.8% | +157.2% |
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