-28.6%
WDAY vs IONS
+47.7%
-76.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | -4.8% | +0.5% | -3.6% |
| 30D | +14.7% | +7.2% | +7.5% | +13.0% |
| 3M | +32.4% | -22.7% | +55.1% | +37.2% |
| 6M | +36.9% | -26.9% | +63.8% | +43.0% |
| YTD | -8.8% | -26.6% | +17.7% | -5.1% |
| 1Y | -15.3% | -2.1% | -13.2% | -17.7% |
| 3Y | -21.2% | +43.4% | -64.6% | -34.9% |
| All | -28.6% | +47.7% | -76.4% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 5y: compounded portfolio wealth divided by compounded IONS 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…
5y analysis · Full analysis span regression · 6 months rolling