+104.7%
WDAY vs IR
+274.4%
-169.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -7.4% | -1.9% | -5.5% | -6.8% |
| 30D | +1.0% | -15.0% | +16.1% | +6.4% |
| 3M | +32.7% | -0.4% | +33.1% | +31.9% |
| 6M | +25.6% | -15.0% | +40.6% | +30.2% |
| YTD | -13.4% | -7.1% | -6.3% | -13.8% |
| 1Y | -19.4% | -7.5% | -11.8% | -19.8% |
| 3Y | -25.8% | +6.3% | -32.1% | -31.5% |
| 5Y | -31.1% | +37.3% | -68.4% | -42.8% |
| All | +104.7% | +274.4% | -169.7% | +31.7% |
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