-13.5%
WDAY vs IWF
-1.6%
-11.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.2% | -4.2% | +2.9% | -0.3% |
| 30D | +6.8% | -8.1% | +15.0% | +9.0% |
| 3M | +17.8% | -5.1% | +22.9% | +19.0% |
| 6M | +57.8% | -1.4% | +59.3% | +58.0% |
| YTD | -6.0% | -0.1% | -5.9% | -3.8% |
| 1Y | -13.5% | -1.3% | -12.3% | -10.8% |
| All | -13.5% | -1.6% | -11.9% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling