+302.1%
WDAY vs IWD
+379.1%
-77.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.0% |
| 30D | +14.7% | +0.6% | +14.2% | +14.3% |
| 3M | +32.4% | +7.2% | +25.1% | +23.5% |
| 6M | +36.9% | +16.2% | +20.7% | +16.5% |
| YTD | -8.8% | +23.3% | -32.2% | -27.2% |
| 1Y | -15.3% | +29.6% | -44.9% | -35.8% |
| 3Y | -21.2% | +70.5% | -91.7% | -55.4% |
| 5Y | -29.5% | +73.5% | -103.0% | -60.1% |
| 10Y | +120.0% | +198.3% | -78.3% | -31.3% |
| All | +302.1% | +379.1% | -77.0% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling