-19.3%
WDAY vs AG
+119.5%
-138.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.8% | -4.9% |
| 7D | -6.1% | +4.5% | -10.6% | -5.9% |
| 30D | +3.7% | +12.9% | -9.2% | +4.3% |
| 3M | +29.6% | +20.9% | +8.6% | +31.3% |
| 6M | +23.3% | -19.5% | +42.9% | +24.4% |
| YTD | -13.3% | +24.8% | -38.1% | -14.6% |
| All | -19.3% | +119.5% | -138.8% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling