+280.1%
WDAY vs AGNC
+82.5%
+197.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | -10.5% | -4.4% | -6.1% | -9.2% |
| 30D | +2.1% | -5.4% | +7.5% | +4.1% |
| 3M | +34.6% | +3.5% | +31.2% | +33.2% |
| 6M | +29.9% | +1.7% | +28.2% | +28.7% |
| YTD | -13.8% | +3.9% | -17.7% | -15.6% |
| 1Y | -18.3% | +13.8% | -32.1% | -22.6% |
| 3Y | -26.2% | +63.3% | -89.5% | -39.2% |
| 5Y | -30.8% | +27.5% | -58.3% | -39.2% |
| 10Y | +112.2% | +83.8% | +28.4% | +66.9% |
| All | +280.1% | +82.5% | +197.7% | +194.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling