-31.6%
WDAY vs IWF
+73.3%
-104.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.5% | -4.6% |
| 7D | -6.1% | +1.5% | -7.6% | -7.4% |
| 30D | +3.7% | -1.3% | +5.0% | +5.0% |
| 3M | +29.6% | +0.1% | +29.5% | +28.1% |
| 6M | +23.3% | +10.3% | +13.1% | +10.2% |
| YTD | -13.3% | +4.2% | -17.4% | -17.8% |
| 1Y | -19.6% | +9.3% | -29.0% | -27.9% |
| 3Y | -25.7% | +79.3% | -105.0% | -62.9% |
| 5Y | -31.6% | +73.8% | -105.3% | -65.7% |
| All | -31.6% | +73.3% | -104.9% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling