+287.9%
WDAY vs AG
-33.4%
+321.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.4% |
| 7D | -4.6% | +6.0% | -10.5% | -4.9% |
| 30D | +1.2% | -13.5% | +14.8% | +1.9% |
| 3M | +2.6% | -20.7% | +23.2% | +3.6% |
| 6M | +47.8% | -31.5% | +79.3% | +49.9% |
| YTD | -12.1% | -10.1% | -1.9% | -13.3% |
| 1Y | -17.1% | +26.0% | -43.1% | -20.3% |
| 3Y | -17.9% | +228.9% | -246.8% | -28.0% |
| 5Y | -35.1% | +8.7% | -43.8% | -40.0% |
| 10Y | +130.1% | +71.9% | +58.2% | +103.8% |
| All | +287.9% | -33.4% | +321.4% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling