-20.8%
WDAY vs IP
+21.5%
-42.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.6% |
| 7D | -4.4% | -5.3% | +0.9% | -3.7% |
| 30D | +14.7% | -10.9% | +25.6% | +16.3% |
| 3M | +32.4% | +11.2% | +21.2% | +30.6% |
| 6M | +36.9% | -10.2% | +47.1% | +39.5% |
| YTD | -8.8% | -2.0% | -6.9% | -8.8% |
| 1Y | -15.3% | -19.1% | +3.8% | -12.5% |
| All | -20.8% | +21.5% | -42.3% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling