-30.6%
WDAY vs IQV
-0.1%
-30.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | -5.2% | -2.2% | -2.9% | -4.0% |
| 30D | +5.9% | +8.3% | -2.4% | +1.7% |
| 3M | +42.3% | +44.6% | -2.3% | +18.1% |
| 6M | +34.7% | +52.6% | -17.8% | +8.8% |
| YTD | -13.5% | +16.1% | -29.7% | -20.8% |
| 1Y | -18.1% | +37.3% | -55.3% | -31.4% |
| 3Y | -26.4% | +21.6% | -47.9% | -37.6% |
| All | -30.6% | -0.1% | -30.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling