+291.5%
WDAY vs INDA
+131.7%
+159.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.8% | +3.1% | -7.8% | -6.5% |
| 30D | +2.5% | +9.1% | -6.6% | -2.8% |
| 3M | +8.8% | +3.2% | +5.6% | +6.6% |
| 6M | +60.7% | +8.5% | +52.2% | +52.7% |
| YTD | -11.2% | -4.6% | -6.6% | -9.3% |
| 1Y | -15.6% | -5.5% | -10.1% | -13.4% |
| 3Y | -17.1% | +16.7% | -33.8% | -26.2% |
| 5Y | -35.7% | +9.0% | -44.7% | -40.0% |
| 10Y | +130.4% | +116.6% | +13.8% | +43.5% |
| All | +291.5% | +131.7% | +159.9% | +145.4% |
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