-15.8%
WDAY vs IWD
+84.7%
-100.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | -4.8% | +1.7% | -6.4% | -6.0% |
| 30D | +2.5% | +3.2% | -0.7% | -0.2% |
| 3M | +8.8% | +2.3% | +6.5% | +6.9% |
| 6M | +60.7% | +12.9% | +47.8% | +46.6% |
| YTD | -11.2% | +26.2% | -37.5% | -27.3% |
| 1Y | -15.6% | +28.3% | -43.9% | -32.0% |
| All | -15.8% | +84.7% | -100.5% | -50.1% |
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