-25.7%
WDAY vs IVZ
+140.4%
-166.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.6% | -4.3% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | +3.7% | +3.1% | +0.6% | +2.9% |
| 3M | +29.6% | +18.2% | +11.4% | +23.1% |
| 6M | +23.3% | +38.6% | -15.3% | +10.8% |
| YTD | -13.3% | +25.9% | -39.2% | -19.7% |
| 1Y | -19.6% | +51.7% | -71.3% | -30.1% |
| 3Y | -25.7% | +138.7% | -164.3% | -50.5% |
| All | -25.7% | +140.4% | -166.0% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling