+302.1%
WDAY vs AG
-6.6%
+308.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -5.3% |
| 7D | -4.4% | +1.0% | -5.4% | -4.4% |
| 30D | +14.7% | +19.2% | -4.4% | +13.5% |
| 3M | +32.4% | +6.2% | +26.2% | +31.5% |
| 6M | +36.9% | -26.7% | +63.6% | +38.4% |
| YTD | -8.8% | +26.1% | -35.0% | -11.6% |
| 1Y | -15.3% | +131.7% | -146.9% | -21.7% |
| 3Y | -21.2% | +255.3% | -276.6% | -31.0% |
| 5Y | -29.5% | +61.9% | -91.4% | -36.2% |
| 10Y | +120.0% | +72.0% | +48.0% | +93.6% |
| All | +302.1% | -6.6% | +308.7% | +242.7% |
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 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