+302.1%
WDAY vs IONS
+367.0%
-64.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -4.4% | -4.8% | +0.5% | -3.5% |
| 30D | +14.7% | +7.2% | +7.5% | +13.0% |
| 3M | +32.4% | -22.7% | +55.1% | +37.3% |
| 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% | -16.9% |
| 3Y | -21.2% | +43.4% | -64.6% | -31.4% |
| 5Y | -29.5% | +47.0% | -76.5% | -40.0% |
| 10Y | +120.0% | +97.2% | +22.9% | +71.4% |
| All | +302.1% | +367.0% | -64.8% | +200.4% |
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