-26.2%
WDAY vs IQV
+19.8%
-46.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.2% |
| 7D | -7.4% | -2.6% | -4.8% | -6.3% |
| 30D | +1.0% | +6.2% | -5.2% | -1.4% |
| 3M | +32.7% | +38.0% | -5.3% | +17.1% |
| 6M | +25.6% | +43.9% | -18.3% | +9.1% |
| YTD | -13.4% | +14.0% | -27.4% | -19.0% |
| 1Y | -19.4% | +35.5% | -54.9% | -28.8% |
| All | -26.2% | +19.8% | -46.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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