+68.6%
WDAY vs IVZ
+4.5%
+64.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.7% | +3.0% |
| 7D | +1.8% | +7.6% | -5.8% | +1.8% |
| 30D | +4.1% | +4.3% | -0.3% | +4.2% |
| 3M | -4.8% | -9.3% | +4.5% | -5.1% |
| 6M | +68.6% | +5.2% | +63.4% | +71.2% |
| All | +68.6% | +4.5% | +64.2% | +71.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling