+109.3%
WDAY vs IR
+342.0%
-232.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.9% |
| 7D | -4.0% | +5.0% | -9.0% | -5.6% |
| 30D | +1.9% | +10.3% | -8.4% | -1.6% |
| 3M | +5.9% | -0.1% | +6.0% | +5.4% |
| 6M | +48.8% | +14.8% | +34.0% | +40.6% |
| YTD | -11.4% | +9.7% | -21.2% | -16.8% |
| 1Y | -15.5% | +12.2% | -27.7% | -21.4% |
| 3Y | -15.6% | +30.0% | -45.6% | -27.3% |
| 5Y | -35.2% | +46.8% | -82.0% | -47.6% |
| All | +109.3% | +342.0% | -232.8% | +27.1% |
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