-26.6%
WDAY vs ITW
+18.9%
-45.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -10.5% | -2.4% | -8.2% | -10.0% |
| 30D | +2.1% | -9.5% | +11.6% | +4.8% |
| 3M | +34.6% | +6.6% | +28.0% | +33.1% |
| 6M | +29.9% | -1.8% | +31.7% | +31.0% |
| YTD | -13.8% | +9.0% | -22.8% | -17.7% |
| 1Y | -18.3% | +3.6% | -21.8% | -20.1% |
| All | -26.6% | +18.9% | -45.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling