-15.6%
WDAY vs AG
+232.7%
-248.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -1.4% |
| 7D | -4.0% | +10.8% | -14.8% | -4.1% |
| 30D | +1.9% | -8.2% | +10.1% | +2.0% |
| 3M | +5.9% | -13.7% | +19.6% | +5.9% |
| 6M | +48.8% | -27.3% | +76.1% | +49.3% |
| YTD | -11.4% | -4.6% | -6.9% | -13.1% |
| 1Y | -15.5% | +39.4% | -54.9% | -18.9% |
| 3Y | -15.6% | +244.1% | -259.7% | -23.7% |
| All | -15.6% | +232.7% | -248.3% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling