-33.7%
WDAY vs IOT
+54.4%
-88.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -10.5% | -0.8% | -9.7% | -10.4% |
| 30D | +2.1% | -4.7% | +6.8% | +3.4% |
| 3M | +34.6% | +17.8% | +16.9% | +28.5% |
| 6M | +29.9% | +16.8% | +13.1% | +24.5% |
| YTD | -13.8% | +8.4% | -22.3% | -16.5% |
| 1Y | -18.3% | -0.8% | -17.5% | -19.5% |
| 3Y | -26.2% | +25.7% | -51.9% | -35.6% |
| All | -33.7% | +54.4% | -88.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling