+144.0%
WDAY vs IYR
+87.3%
+56.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.8% | +0.6% | +1.2% | +1.4% |
| 30D | +4.1% | +6.6% | -2.5% | -0.8% |
| 3M | -4.8% | -1.8% | -3.0% | -3.7% |
| 6M | +68.6% | +1.4% | +67.2% | +66.7% |
| YTD | -8.5% | +10.5% | -19.1% | -15.8% |
| 1Y | -12.1% | +10.6% | -22.7% | -19.1% |
| 3Y | -13.2% | +41.8% | -55.0% | -35.4% |
| 5Y | -33.7% | +6.0% | -39.8% | -38.1% |
| All | +144.0% | +87.3% | +56.6% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling