-35.3%
WDAY vs IT
-41.7%
+6.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.1% |
| 7D | -5.3% | -6.8% | +1.6% | -1.8% |
| 30D | +1.5% | -0.6% | +2.1% | +0.5% |
| 3M | +5.5% | +3.1% | +2.4% | +1.8% |
| 6M | +57.4% | +25.5% | +31.9% | +35.0% |
| YTD | -11.0% | -23.5% | +12.5% | -3.4% |
| 1Y | -15.8% | -16.6% | +0.9% | -12.6% |
| 3Y | -16.9% | -53.1% | +36.2% | +13.0% |
| 5Y | -35.3% | -41.4% | +6.2% | -28.9% |
| All | -35.3% | -41.7% | +6.4% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling