-24.2%
WDAY vs IRE
-82.8%
+58.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +10.2% | -15.1% | -4.4% |
| 7D | -6.1% | +58.9% | -65.0% | -3.9% |
| 30D | +3.7% | +17.2% | -13.5% | +5.3% |
| 3M | +29.6% | -58.6% | +88.2% | +30.4% |
| 6M | +23.3% | -23.5% | +46.8% | +26.9% |
| YTD | -13.3% | -47.4% | +34.2% | -11.8% |
| All | -24.2% | -82.8% | +58.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling