-30.8%
WDAY vs AIG
+52.4%
-83.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -10.5% | -2.4% | -8.2% | -9.8% |
| 30D | +2.1% | -2.9% | +5.1% | +3.2% |
| 3M | +34.6% | +0.8% | +33.9% | +34.6% |
| 6M | +29.9% | -2.7% | +32.6% | +31.0% |
| YTD | -13.8% | -11.2% | -2.6% | -10.6% |
| 1Y | -18.3% | -1.5% | -16.8% | -18.6% |
| 3Y | -26.2% | +34.4% | -60.5% | -35.0% |
| 5Y | -30.8% | +54.4% | -85.2% | -43.0% |
| All | -30.8% | +52.4% | -83.2% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling