+202.4%
WDAY vs IQV
+505.9%
-303.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.3% | +4.3% |
| 7D | +1.8% | -2.5% | +4.3% | +3.1% |
| 30D | +4.1% | +1.2% | +2.9% | +3.0% |
| 3M | -4.8% | +9.8% | -14.6% | -10.0% |
| 6M | +68.6% | +53.8% | +14.8% | +32.0% |
| YTD | -8.5% | +17.6% | -26.2% | -18.0% |
| 1Y | -12.1% | +18.6% | -30.7% | -21.7% |
| 3Y | -13.2% | +36.9% | -50.1% | -33.4% |
| 5Y | -33.7% | +4.1% | -37.8% | -40.7% |
| 10Y | +137.4% | +243.7% | -106.3% | +1.7% |
| All | +202.4% | +505.9% | -303.4% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling