+113.3%
WDAY vs AG
+64.8%
+48.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | +1.0% | +12.5% | -11.4% | +0.1% |
| 3M | +32.7% | +28.2% | +4.5% | +30.0% |
| 6M | +25.6% | -18.8% | +44.4% | +26.4% |
| YTD | -13.4% | +27.4% | -40.8% | -16.7% |
| 1Y | -19.4% | +132.2% | -151.5% | -26.8% |
| 3Y | -25.8% | +286.9% | -312.6% | -37.6% |
| 5Y | -31.1% | +72.8% | -103.9% | -39.4% |
| 10Y | +113.3% | +74.6% | +38.7% | +91.0% |
| All | +113.3% | +64.8% | +48.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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