-33.5%
WDAY vs AGI
+243.7%
-277.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +1.8% | -10.1% | +12.0% | +2.9% |
| 30D | +4.1% | -6.5% | +10.6% | +4.6% |
| 3M | -4.8% | -12.8% | +8.0% | -3.8% |
| 6M | +68.6% | -34.3% | +102.9% | +75.3% |
| YTD | -8.5% | -25.6% | +17.1% | -8.1% |
| 1Y | -12.1% | -14.2% | +2.1% | -13.8% |
| 3Y | -13.2% | +127.3% | -140.5% | -32.1% |
| All | -33.5% | +243.7% | -277.3% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling