+303.5%
WDAY vs IT
+312.1%
-8.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.7% |
| 7D | +1.8% | +1.1% | +0.8% | +1.3% |
| 30D | +4.1% | -1.8% | +5.9% | +3.9% |
| 3M | -4.8% | +4.8% | -9.7% | -8.9% |
| 6M | +68.6% | +33.0% | +35.6% | +41.2% |
| YTD | -8.5% | -23.8% | +15.3% | +0.4% |
| 1Y | -12.1% | -16.5% | +4.4% | -8.1% |
| 3Y | -13.2% | -53.6% | +40.5% | +18.0% |
| 5Y | -33.7% | -42.1% | +8.4% | -21.7% |
| 10Y | +137.4% | +90.1% | +47.3% | +34.6% |
| All | +303.5% | +312.1% | -8.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling