+282.6%
WDAY vs ITOT
+556.8%
-274.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.2% |
| 7D | -6.1% | +0.7% | -6.8% | -6.8% |
| 30D | +3.7% | -1.1% | +4.8% | +5.3% |
| 3M | +29.6% | +3.9% | +25.7% | +23.3% |
| 6M | +23.3% | +14.7% | +8.6% | +3.1% |
| YTD | -13.3% | +13.3% | -26.6% | -26.4% |
| 1Y | -19.6% | +19.1% | -38.8% | -36.0% |
| 3Y | -25.7% | +77.3% | -103.0% | -64.4% |
| 5Y | -31.6% | +74.1% | -105.6% | -65.7% |
| 10Y | +109.9% | +293.1% | -183.2% | -62.2% |
| All | +282.6% | +556.8% | -274.2% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling