+128.3%
WDAY vs IRM
+505.0%
-376.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.6% | -5.1% | +0.5% | -3.5% |
| 30D | +1.2% | -3.3% | +4.5% | +1.7% |
| 3M | +2.6% | -8.2% | +10.7% | +4.1% |
| 6M | +47.8% | -12.8% | +60.5% | +51.2% |
| YTD | -12.1% | +36.6% | -48.7% | -22.5% |
| 1Y | -17.1% | +11.9% | -29.0% | -22.4% |
| 3Y | -17.9% | +105.1% | -123.0% | -39.4% |
| 5Y | -35.1% | +182.4% | -217.5% | -57.3% |
| All | +128.3% | +505.0% | -376.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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