+282.6%
WDAY vs ITW
+529.3%
-246.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.3% | -4.6% |
| 7D | -6.1% | -0.4% | -5.7% | -5.8% |
| 30D | +3.7% | -9.4% | +13.1% | +9.2% |
| 3M | +29.6% | +7.1% | +22.5% | +24.8% |
| 6M | +23.3% | -1.9% | +25.2% | +23.2% |
| YTD | -13.3% | +10.4% | -23.7% | -19.6% |
| 1Y | -19.6% | +3.3% | -22.9% | -22.8% |
| 3Y | -25.7% | +21.0% | -46.7% | -35.6% |
| 5Y | -31.6% | +36.3% | -67.9% | -45.3% |
| 10Y | +109.9% | +185.8% | -75.8% | -2.4% |
| All | +282.6% | +529.3% | -246.7% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling