+112.2%
WDAY vs ITOT
+303.4%
-191.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.6% |
| 7D | -5.2% | -0.9% | -4.2% | -4.1% |
| 30D | +5.9% | -1.5% | +7.4% | +7.9% |
| 3M | +42.3% | +3.6% | +38.7% | +36.2% |
| 6M | +34.7% | +13.7% | +21.0% | +14.5% |
| YTD | -13.5% | +12.9% | -26.5% | -26.0% |
| 1Y | -18.1% | +17.2% | -35.3% | -33.0% |
| 3Y | -26.4% | +75.6% | -102.0% | -63.7% |
| 5Y | -30.6% | +75.5% | -106.1% | -65.0% |
| All | +112.2% | +303.4% | -191.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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