+111.5%
WDAY vs IYR
+68.4%
+43.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -10.5% | -2.8% | -7.7% | -8.6% |
| 30D | +2.1% | -2.5% | +4.6% | +4.2% |
| 3M | +34.6% | -3.0% | +37.6% | +38.3% |
| 6M | +29.9% | +1.6% | +28.3% | +27.9% |
| YTD | -13.8% | +7.3% | -21.1% | -18.7% |
| 1Y | -18.3% | +5.6% | -23.9% | -22.1% |
| 3Y | -26.2% | +28.1% | -54.3% | -40.5% |
| 5Y | -30.8% | +6.1% | -36.9% | -35.3% |
| All | +111.5% | +68.4% | +43.1% | +46.7% |
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