-31.1%
WDAY vs IYR
+4.2%
-35.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -7.4% | -0.9% | -6.5% | -6.7% |
| 30D | +1.0% | -2.4% | +3.4% | +3.0% |
| 3M | +32.7% | -2.0% | +34.7% | +35.4% |
| 6M | +25.6% | +2.5% | +23.1% | +22.9% |
| YTD | -13.4% | +8.3% | -21.7% | -19.2% |
| 1Y | -19.4% | +6.5% | -25.8% | -23.8% |
| 3Y | -25.8% | +29.3% | -55.1% | -42.3% |
| 5Y | -31.1% | +5.7% | -36.8% | -35.8% |
| All | -31.1% | +4.2% | -35.3% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling