+111.5%
WDAY vs IRM
+430.1%
-318.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -10.5% | -1.8% | -8.7% | -10.1% |
| 30D | +2.1% | -7.8% | +9.9% | +4.2% |
| 3M | +34.6% | -7.9% | +42.5% | +36.7% |
| 6M | +29.9% | +6.3% | +23.6% | +25.4% |
| YTD | -13.8% | +38.2% | -52.0% | -23.8% |
| 1Y | -18.3% | +19.8% | -38.1% | -24.8% |
| 3Y | -26.2% | +98.8% | -124.9% | -44.6% |
| 5Y | -30.8% | +191.8% | -222.6% | -54.7% |
| All | +111.5% | +430.1% | -318.6% | +11.0% |
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