+131.0%
WDAY vs IP
+22.3%
+108.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -5.3% | -2.8% | -2.5% | -4.6% |
| 30D | +1.5% | +9.2% | -7.7% | -1.1% |
| 3M | +5.5% | -16.1% | +21.6% | +10.2% |
| 6M | +57.4% | +9.6% | +47.9% | +51.6% |
| YTD | -11.0% | -8.8% | -2.2% | -11.0% |
| 1Y | -15.8% | -5.5% | -10.3% | -16.8% |
| 3Y | -16.9% | +19.6% | -36.5% | -27.6% |
| 5Y | -35.3% | -13.5% | -21.8% | -37.8% |
| 10Y | +131.0% | +22.4% | +108.6% | +116.7% |
| All | +131.0% | +22.3% | +108.8% | +116.7% |
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