+57.3%
WDAY vs IWD
+10.9%
+46.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.4% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +4.7% | +2.7% | +2.0% | +2.7% |
| 3M | +13.3% | +0.9% | +12.4% | +13.1% |
| 6M | +57.3% | +10.5% | +46.8% | +87.5% |
| All | +57.3% | +10.9% | +46.4% | +87.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling