+136.8%
WDAY vs IT
+88.7%
+48.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.3% |
| 7D | -4.8% | -3.7% | -1.1% | -2.9% |
| 30D | +2.5% | -3.1% | +5.6% | +3.0% |
| 3M | +8.8% | +6.3% | +2.4% | +3.5% |
| 6M | +60.7% | +24.8% | +36.0% | +39.2% |
| YTD | -11.2% | -24.4% | +13.1% | -2.5% |
| 1Y | -15.6% | -17.1% | +1.5% | -11.7% |
| 3Y | -17.1% | -53.6% | +36.5% | +12.2% |
| 5Y | -35.7% | -42.5% | +6.8% | -24.2% |
| All | +136.8% | +88.7% | +48.1% | +37.0% |
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