-13.2%
WDAY vs IR
+25.2%
-38.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.8% | +2.5% | -0.7% | +1.4% |
| 30D | +4.1% | +9.2% | -5.1% | +2.6% |
| 3M | -4.8% | +0.9% | -5.8% | -5.0% |
| 6M | +68.6% | +19.2% | +49.4% | +62.6% |
| YTD | -8.5% | +7.5% | -16.0% | -11.8% |
| 1Y | -12.1% | +11.7% | -23.8% | -16.6% |
| 3Y | -13.2% | +23.9% | -37.1% | -23.1% |
| All | -13.2% | +25.2% | -38.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling