+111.5%
WDAY vs AGI
+388.9%
-277.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | -10.5% | -5.3% | -5.3% | -10.2% |
| 30D | +2.1% | +6.8% | -4.6% | +1.6% |
| 3M | +34.6% | +8.3% | +26.3% | +33.6% |
| 6M | +29.9% | -29.2% | +59.1% | +32.5% |
| YTD | -13.8% | -7.3% | -6.6% | -14.4% |
| 1Y | -18.3% | +8.0% | -26.3% | -20.1% |
| 3Y | -26.2% | +206.6% | -232.7% | -34.5% |
| 5Y | -30.8% | +398.1% | -429.0% | -41.4% |
| All | +111.5% | +388.9% | -277.4% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling