+125.4%
WDAY vs IP
+26.3%
+99.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.5% | -3.9% |
| 7D | -2.5% | -5.1% | +2.6% | -1.2% |
| 30D | +4.7% | +8.5% | -3.8% | +2.2% |
| 3M | +13.3% | -13.8% | +27.1% | +17.5% |
| 6M | +57.3% | +5.7% | +51.6% | +53.0% |
| YTD | -10.2% | -9.1% | -1.1% | -10.1% |
| 1Y | -14.1% | -0.8% | -13.3% | -16.4% |
| 3Y | -11.7% | +14.8% | -26.5% | -21.9% |
| 5Y | -33.5% | -11.5% | -21.9% | -36.5% |
| All | +125.4% | +26.3% | +99.1% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling