+112.2%
WDAY vs IT
+103.1%
+9.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -4.9% | -2.4% |
| 7D | -5.2% | -3.7% | -1.5% | -3.4% |
| 30D | +5.9% | +0.1% | +5.9% | +5.8% |
| 3M | +42.3% | +20.7% | +21.6% | +27.6% |
| 6M | +34.7% | +12.0% | +22.8% | +25.6% |
| YTD | -13.5% | -28.8% | +15.3% | -0.5% |
| 1Y | -18.1% | -25.5% | +7.4% | -8.5% |
| 3Y | -26.4% | -48.8% | +22.4% | -5.1% |
| 5Y | -30.6% | -42.7% | +12.2% | -16.8% |
| All | +112.2% | +103.1% | +9.1% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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