-19.4%
WDAY vs IR
-8.0%
-11.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.4% |
| 7D | -7.4% | -1.9% | -5.5% | -7.6% |
| 30D | +1.0% | -15.0% | +16.1% | -1.3% |
| 3M | +32.7% | -0.4% | +33.1% | +33.4% |
| 6M | +25.6% | -15.0% | +40.6% | +25.0% |
| YTD | -13.4% | -7.1% | -6.3% | -15.4% |
| 1Y | -19.4% | -7.5% | -11.8% | -22.0% |
| All | -19.4% | -8.0% | -11.4% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling