-22.2%
WDAY vs IRE
-97.5%
+75.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.1% | -10.9% | +1.7% |
| 7D | -5.3% | -15.1% | +9.8% | -5.3% |
| 30D | +1.5% | -71.4% | +72.9% | -2.4% |
| 3M | +5.5% | -81.2% | +86.6% | +0.3% |
| 6M | +57.4% | -93.7% | +151.2% | +49.0% |
| YTD | -11.0% | -92.2% | +81.2% | -15.4% |
| 1Y | -15.8% | -97.3% | +81.5% | -19.4% |
| All | -22.2% | -97.5% | +75.3% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling