+107.8%
WDAY vs IR
+336.9%
-229.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -4.6% | +1.5% | -6.1% | -5.1% |
| 30D | +1.2% | +9.0% | -7.8% | -1.9% |
| 3M | +2.6% | -0.9% | +3.4% | +2.3% |
| 6M | +47.8% | +13.4% | +34.4% | +40.2% |
| YTD | -12.1% | +8.5% | -20.5% | -17.1% |
| 1Y | -17.1% | +11.3% | -28.4% | -22.7% |
| 3Y | -17.9% | +26.0% | -43.9% | -28.5% |
| 5Y | -35.1% | +47.9% | -82.9% | -47.6% |
| All | +107.8% | +336.9% | -229.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling