+302.1%
WDAY vs IT
+299.8%
+2.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -2.9% |
| 7D | -4.4% | -6.0% | +1.7% | -1.2% |
| 30D | +14.7% | 0.0% | +14.7% | +14.8% |
| 3M | +32.4% | +13.1% | +19.3% | +22.8% |
| 6M | +36.9% | +11.7% | +25.2% | +27.7% |
| YTD | -8.8% | -26.1% | +17.3% | +3.5% |
| 1Y | -15.3% | -21.3% | +6.0% | -7.8% |
| 3Y | -21.2% | -46.7% | +25.5% | +0.2% |
| 5Y | -29.5% | -40.5% | +11.0% | -16.6% |
| 10Y | +120.0% | +103.9% | +16.1% | +21.7% |
| All | +302.1% | +299.8% | +2.3% | +87.4% |
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