-26.2%
WDAY vs IOT
+24.7%
-50.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.1% |
| 7D | -7.4% | +5.1% | -12.4% | -9.0% |
| 30D | +1.0% | -3.0% | +4.0% | +1.9% |
| 3M | +32.7% | +15.0% | +17.7% | +26.9% |
| 6M | +25.6% | +13.1% | +12.4% | +20.4% |
| YTD | -13.4% | +9.0% | -22.4% | -17.0% |
| 1Y | -19.4% | +0.1% | -19.5% | -21.7% |
| All | -26.2% | +24.7% | -50.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling