-33.5%
WDAY vs IWD
+72.9%
-106.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | +1.8% | +2.3% | -0.4% | -0.7% |
| 30D | +4.1% | +3.6% | +0.5% | -0.1% |
| 3M | -4.8% | +2.2% | -7.0% | -7.0% |
| 6M | +68.6% | +13.0% | +55.7% | +47.3% |
| YTD | -8.5% | +26.5% | -35.1% | -30.8% |
| 1Y | -12.1% | +30.1% | -42.2% | -35.8% |
| 3Y | -13.2% | +84.9% | -98.1% | -60.2% |
| All | -33.5% | +72.9% | -106.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling