+36.9%
WDAY vs IP
-8.6%
+45.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.3% |
| 7D | -4.4% | -5.3% | +0.9% | -4.5% |
| 30D | +14.7% | -10.9% | +25.6% | +14.3% |
| 3M | +32.4% | +11.2% | +21.2% | +36.3% |
| 6M | +36.9% | -10.2% | +47.1% | +40.0% |
| All | +36.9% | -8.6% | +45.5% | +40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling