+186.8%
WDAY vs IQV
+492.3%
-305.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -3.1% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | +3.7% | +8.6% | -4.9% | -0.9% |
| 3M | +29.6% | +41.1% | -11.5% | +6.8% |
| 6M | +23.3% | +48.6% | -25.2% | -1.5% |
| YTD | -13.3% | +15.0% | -28.3% | -20.9% |
| 1Y | -19.6% | +38.1% | -57.8% | -34.5% |
| 3Y | -25.7% | +21.4% | -47.1% | -38.5% |
| 5Y | -31.6% | -1.0% | -30.5% | -36.7% |
| 10Y | +109.9% | +233.0% | -123.0% | -8.2% |
| All | +186.8% | +492.3% | -305.6% | -3.8% |
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