-13.2%
WDAY vs IVZ
+150.4%
-163.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.5% | +2.6% |
| 7D | +1.8% | +6.8% | -5.0% | +0.1% |
| 30D | +4.1% | +3.5% | +0.5% | +2.9% |
| 3M | -4.8% | -10.0% | +5.2% | -2.6% |
| 6M | +68.6% | +4.5% | +64.2% | +64.8% |
| YTD | -8.5% | +12.6% | -21.1% | -13.1% |
| 1Y | -12.1% | +24.4% | -36.5% | -19.3% |
| 3Y | -13.2% | +150.6% | -163.8% | -42.9% |
| All | -13.2% | +150.4% | -163.6% | -42.9% |
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