+303.5%
WDAY vs IVZ
+104.1%
+199.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.5% | +2.5% |
| 7D | +1.8% | +6.8% | -5.0% | -0.6% |
| 30D | +4.1% | +3.5% | +0.5% | +2.4% |
| 3M | -4.8% | -10.0% | +5.2% | -1.9% |
| 6M | +68.6% | +4.5% | +64.2% | +63.5% |
| YTD | -8.5% | +12.6% | -21.1% | -14.5% |
| 1Y | -12.1% | +24.4% | -36.5% | -20.9% |
| 3Y | -13.2% | +150.6% | -163.8% | -41.9% |
| 5Y | -33.7% | +35.7% | -69.4% | -45.8% |
| 10Y | +137.4% | +43.9% | +93.5% | +79.3% |
| All | +303.5% | +104.1% | +199.3% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling