+282.6%
WDAY vs AGG
+26.4%
+256.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | +3.7% | -0.4% | +4.1% | +4.0% |
| 3M | +29.6% | -0.3% | +29.8% | +29.9% |
| 6M | +23.3% | -1.2% | +24.6% | +24.4% |
| YTD | -13.3% | -0.4% | -12.9% | -13.1% |
| 1Y | -19.6% | +0.4% | -20.0% | -20.0% |
| 3Y | -25.7% | +13.4% | -39.1% | -32.9% |
| 5Y | -31.6% | -1.4% | -30.1% | -35.3% |
| 10Y | +109.9% | +14.8% | +95.1% | +115.7% |
| All | +282.6% | +26.4% | +256.2% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling