-33.3%
WDAY vs IOT
+61.2%
-94.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.7% | -4.8% |
| 7D | -6.1% | +2.8% | -8.9% | -7.0% |
| 30D | +3.7% | -1.8% | +5.5% | +4.1% |
| 3M | +29.6% | +17.9% | +11.7% | +23.6% |
| 6M | +23.3% | +13.5% | +9.8% | +18.9% |
| YTD | -13.3% | +13.3% | -26.5% | -17.0% |
| 1Y | -19.6% | -3.3% | -16.3% | -20.6% |
| 3Y | -25.7% | +31.3% | -57.0% | -36.1% |
| All | -33.3% | +61.2% | -94.5% | -54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling