+115.4%
WDAY vs IR
+288.5%
-173.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | -4.4% | -2.8% | -1.5% | -3.5% |
| 30D | +14.7% | -15.1% | +29.9% | +20.8% |
| 3M | +32.4% | +6.1% | +26.3% | +28.9% |
| 6M | +36.9% | -16.8% | +53.7% | +43.0% |
| YTD | -8.8% | -3.5% | -5.3% | -10.4% |
| 1Y | -15.3% | -3.5% | -11.8% | -17.0% |
| 3Y | -21.2% | +9.5% | -30.7% | -28.0% |
| 5Y | -29.5% | +45.1% | -74.6% | -42.5% |
| All | +115.4% | +288.5% | -173.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling