+296.2%
WDAY vs IONS
+216.9%
+79.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.9% |
| 7D | -2.5% | -9.4% | +6.9% | -0.7% |
| 30D | +4.7% | -10.7% | +15.4% | +6.8% |
| 3M | +13.3% | -27.7% | +41.0% | +19.7% |
| 6M | +57.3% | -48.7% | +106.0% | +75.4% |
| YTD | -10.2% | -50.2% | +40.0% | +0.2% |
| 1Y | -14.1% | -46.8% | +32.7% | -5.5% |
| 3Y | -11.7% | -14.8% | +3.2% | -14.9% |
| 5Y | -33.5% | +17.0% | -50.5% | -40.9% |
| 10Y | +133.1% | +45.3% | +87.8% | +92.5% |
| All | +296.2% | +216.9% | +79.3% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling