-26.2%
WDAY vs AIG
+33.4%
-59.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -7.4% | -1.4% | -5.9% | -6.9% |
| 30D | +1.0% | -3.3% | +4.3% | +2.2% |
| 3M | +32.7% | +2.2% | +30.5% | +32.4% |
| 6M | +25.6% | -2.1% | +27.7% | +26.5% |
| YTD | -13.4% | -11.2% | -2.2% | -10.4% |
| 1Y | -19.4% | -2.1% | -17.3% | -19.5% |
| All | -26.2% | +33.4% | -59.6% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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