+111.5%
WDAY vs IVZ
+64.1%
+47.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -10.5% | -2.4% | -8.2% | -9.9% |
| 30D | +2.1% | +2.5% | -0.4% | +1.3% |
| 3M | +34.6% | +17.1% | +17.6% | +27.4% |
| 6M | +29.9% | +35.1% | -5.3% | +16.6% |
| YTD | -13.8% | +24.3% | -38.1% | -20.8% |
| 1Y | -18.3% | +48.7% | -66.9% | -29.3% |
| 3Y | -26.2% | +135.6% | -161.8% | -46.6% |
| 5Y | -30.8% | +60.3% | -91.1% | -45.1% |
| All | +111.5% | +64.1% | +47.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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