+302.1%
WDAY vs IWF
+758.3%
-456.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | +14.7% | -0.4% | +15.1% | +15.3% |
| 3M | +32.4% | -2.6% | +35.0% | +34.5% |
| 6M | +36.9% | +9.1% | +27.7% | +21.1% |
| YTD | -8.8% | +4.5% | -13.3% | -15.1% |
| 1Y | -15.3% | +10.1% | -25.4% | -26.2% |
| 3Y | -21.2% | +77.6% | -98.8% | -62.9% |
| 5Y | -29.5% | +73.7% | -103.2% | -65.5% |
| 10Y | +120.0% | +411.5% | -291.5% | -74.3% |
| All | +302.1% | +758.3% | -456.2% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling