-34.1%
WDAY vs IR
+44.3%
-78.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.1% |
| 7D | -2.5% | +3.7% | -6.2% | -3.7% |
| 30D | +4.7% | +7.4% | -2.8% | +1.8% |
| 3M | +13.3% | -5.9% | +19.2% | +15.2% |
| 6M | +57.3% | +5.6% | +51.7% | +52.5% |
| YTD | -10.2% | +4.8% | -15.0% | -15.2% |
| 1Y | -14.1% | +6.9% | -21.0% | -19.9% |
| 3Y | -11.7% | +27.6% | -39.2% | -30.2% |
| All | -34.1% | +44.3% | -78.4% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling