-31.1%
WDAY vs IVZ
+61.5%
-92.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -7.4% | +1.2% | -8.5% | -7.7% |
| 30D | +1.0% | +1.8% | -0.8% | +0.4% |
| 3M | +32.7% | +15.7% | +16.9% | +24.9% |
| 6M | +25.6% | +36.3% | -10.7% | +10.1% |
| YTD | -13.4% | +24.9% | -38.3% | -21.7% |
| 1Y | -19.4% | +48.9% | -68.3% | -32.3% |
| 3Y | -25.8% | +136.8% | -162.6% | -50.8% |
| 5Y | -31.1% | +60.0% | -91.1% | -50.3% |
| All | -31.1% | +61.5% | -92.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling