-18.1%
WDAY vs IYR
+6.2%
-24.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -5.2% | -1.4% | -3.8% | -4.7% |
| 30D | +5.9% | -2.7% | +8.6% | +7.0% |
| 3M | +42.3% | -2.1% | +44.4% | +44.2% |
| 6M | +34.7% | +3.6% | +31.1% | +35.9% |
| YTD | -13.5% | +8.1% | -21.7% | -15.0% |
| 1Y | -18.1% | +4.7% | -22.8% | -19.2% |
| All | -18.1% | +6.2% | -24.3% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling