-20.8%
WDAY vs IWD
+70.7%
-91.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.1% |
| 30D | +14.7% | +0.6% | +14.2% | +14.4% |
| 3M | +32.4% | +7.2% | +25.1% | +25.9% |
| 6M | +36.9% | +16.2% | +20.7% | +21.1% |
| YTD | -8.8% | +23.3% | -32.2% | -24.0% |
| 1Y | -15.3% | +29.6% | -44.9% | -32.8% |
| All | -20.8% | +70.7% | -91.5% | -53.9% |
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