+302.1%
WDAY vs IYR
+147.1%
+155.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | -4.4% | -1.2% | -3.1% | -3.4% |
| 30D | +14.7% | -2.9% | +17.6% | +17.4% |
| 3M | +32.4% | +0.8% | +31.5% | +32.1% |
| 6M | +36.9% | +1.9% | +35.0% | +34.5% |
| YTD | -8.8% | +9.6% | -18.5% | -15.5% |
| 1Y | -15.3% | +8.1% | -23.4% | -20.7% |
| 3Y | -21.2% | +29.2% | -50.4% | -36.9% |
| 5Y | -29.5% | +4.3% | -33.8% | -33.2% |
| 10Y | +120.0% | +64.7% | +55.3% | +46.3% |
| All | +302.1% | +147.1% | +155.0% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling