+112.2%
WDAY vs AGNC
+83.7%
+28.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -5.2% | -4.7% | -0.5% | -3.3% |
| 30D | +5.9% | -5.7% | +11.6% | +8.5% |
| 3M | +42.3% | +1.9% | +40.4% | +41.4% |
| 6M | +34.7% | +1.8% | +32.9% | +33.1% |
| YTD | -13.5% | +3.4% | -17.0% | -15.5% |
| 1Y | -18.1% | +13.6% | -31.7% | -23.2% |
| 3Y | -26.4% | +60.4% | -86.7% | -41.2% |
| 5Y | -30.6% | +27.0% | -57.6% | -39.9% |
| All | +112.2% | +83.7% | +28.5% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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