-25.7%
WDAY vs IYR
+29.8%
-55.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | +3.7% | -2.5% | +6.2% | +5.0% |
| 3M | +29.6% | +1.5% | +28.1% | +29.5% |
| 6M | +23.3% | +3.9% | +19.5% | +21.3% |
| YTD | -13.3% | +9.5% | -22.8% | -17.2% |
| 1Y | -19.6% | +7.5% | -27.1% | -22.6% |
| 3Y | -25.7% | +30.8% | -56.5% | -37.2% |
| All | -25.7% | +29.8% | -55.4% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling