-25.7%
WDAY vs IRM
+101.2%
-126.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.8% |
| 7D | -6.1% | +1.6% | -7.7% | -6.3% |
| 30D | +3.7% | -4.2% | +7.9% | +4.1% |
| 3M | +29.6% | -5.4% | +34.9% | +29.8% |
| 6M | +23.3% | +12.0% | +11.3% | +19.1% |
| YTD | -13.3% | +42.0% | -55.3% | -21.0% |
| 1Y | -19.6% | +29.9% | -49.5% | -25.6% |
| 3Y | -25.7% | +104.4% | -130.0% | -44.8% |
| All | -25.7% | +101.2% | -126.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling