-26.2%
WDAY vs AGI
+214.4%
-240.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | -7.4% | +2.2% | -9.6% | -7.4% |
| 30D | +1.0% | +11.3% | -10.3% | +0.8% |
| 3M | +32.7% | +5.6% | +27.0% | +32.8% |
| 6M | +25.6% | -27.7% | +53.3% | +27.1% |
| YTD | -13.4% | -4.1% | -9.3% | -14.2% |
| 1Y | -19.4% | +13.8% | -33.2% | -21.3% |
| All | -26.2% | +214.4% | -240.6% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling