-11.7%
WDAY vs IR
+27.4%
-39.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.8% |
| 7D | -2.5% | +3.7% | -6.2% | -3.0% |
| 30D | +4.7% | +7.4% | -2.8% | +3.4% |
| 3M | +13.3% | -5.9% | +19.2% | +14.3% |
| 6M | +57.3% | +5.6% | +51.7% | +55.3% |
| YTD | -10.2% | +4.8% | -15.0% | -13.1% |
| 1Y | -14.1% | +6.9% | -21.0% | -17.7% |
| 3Y | -11.7% | +27.6% | -39.2% | -23.4% |
| All | -11.7% | +27.4% | -39.0% | -23.4% |
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