-21.5%
WDAY vs IRE
-97.2%
+75.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +39.6% | -43.2% | -1.8% |
| 7D | -2.5% | -27.2% | +24.7% | -2.9% |
| 30D | +4.7% | -75.1% | +79.8% | -0.1% |
| 3M | +13.3% | -77.9% | +91.2% | +8.6% |
| 6M | +57.3% | -94.6% | +151.9% | +48.8% |
| YTD | -10.2% | -91.5% | +81.4% | -14.4% |
| 1Y | -14.1% | -97.8% | +83.8% | -17.1% |
| All | -21.5% | -97.2% | +75.8% | -24.8% |
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