+36.9%
WDAY vs AG
-27.7%
+64.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.6% |
| 7D | -4.4% | +1.0% | -5.4% | -4.3% |
| 30D | +14.7% | +19.2% | -4.4% | +16.9% |
| 3M | +32.4% | +6.2% | +26.2% | +34.1% |
| 6M | +36.9% | -26.7% | +63.6% | +31.7% |
| All | +36.9% | -27.7% | +64.5% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling