-31.6%
WDAY vs IRM
+192.5%
-224.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -6.1% | +1.6% | -7.7% | -6.5% |
| 30D | +3.7% | -4.2% | +7.9% | +4.7% |
| 3M | +29.6% | -5.4% | +34.9% | +30.4% |
| 6M | +23.3% | +12.0% | +11.3% | +16.7% |
| YTD | -13.3% | +42.0% | -55.3% | -25.0% |
| 1Y | -19.6% | +29.9% | -49.5% | -28.7% |
| 3Y | -25.7% | +104.4% | -130.0% | -49.5% |
| 5Y | -31.6% | +191.0% | -222.6% | -62.4% |
| All | -31.6% | +192.5% | -224.1% | -62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling