+302.1%
WDAY vs IVZ
+133.4%
+168.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.8% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +14.7% | +4.0% | +10.7% | +13.1% |
| 3M | +32.4% | +18.2% | +14.2% | +23.7% |
| 6M | +36.9% | +32.8% | +4.1% | +21.5% |
| YTD | -8.8% | +28.7% | -37.6% | -18.3% |
| 1Y | -15.3% | +55.4% | -70.7% | -29.4% |
| 3Y | -21.2% | +135.2% | -156.4% | -45.7% |
| 5Y | -29.5% | +64.2% | -93.7% | -46.2% |
| 10Y | +120.0% | +64.6% | +55.4% | +58.7% |
| All | +302.1% | +133.4% | +168.7% | +170.3% |
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 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