-13.2%
WDAY vs IWD
+85.1%
-98.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +1.8% | +2.3% | -0.4% | 0.0% |
| 30D | +4.1% | +3.6% | +0.5% | +1.1% |
| 3M | -4.8% | +2.2% | -7.0% | -6.4% |
| 6M | +68.6% | +13.0% | +55.7% | +53.8% |
| YTD | -8.5% | +26.5% | -35.1% | -25.2% |
| 1Y | -12.1% | +30.1% | -42.2% | -30.1% |
| 3Y | -13.2% | +84.9% | -98.1% | -48.7% |
| All | -13.2% | +85.1% | -98.3% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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