-30.9%
WDAY vs AGG
-2.5%
-28.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.2% |
| 7D | -10.5% | -0.9% | -9.6% | -9.6% |
| 30D | +2.1% | -1.0% | +3.1% | +3.2% |
| 3M | +34.6% | -1.3% | +35.9% | +36.6% |
| 6M | +29.9% | -2.1% | +32.0% | +32.8% |
| YTD | -13.8% | -1.2% | -12.6% | -12.8% |
| 1Y | -18.3% | -0.5% | -17.8% | -18.1% |
| 3Y | -26.2% | +12.4% | -38.6% | -37.2% |
| All | -30.9% | -2.5% | -28.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 5y: compounded portfolio wealth divided by compounded AGG 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…
5y analysis · Full analysis span regression · 6 months rolling