+282.6%
WDAY vs AIG
+182.6%
+100.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.8% | -4.1% |
| 7D | -6.1% | -1.6% | -4.5% | -5.5% |
| 30D | +3.7% | -5.2% | +8.9% | +5.8% |
| 3M | +29.6% | +1.5% | +28.1% | +29.1% |
| 6M | +23.3% | -3.9% | +27.3% | +25.0% |
| YTD | -13.3% | -11.6% | -1.7% | -9.8% |
| 1Y | -19.6% | -2.9% | -16.7% | -19.5% |
| 3Y | -25.7% | +33.7% | -59.4% | -34.5% |
| 5Y | -31.6% | +52.7% | -84.2% | -43.8% |
| 10Y | +109.9% | +62.6% | +47.3% | +51.2% |
| All | +282.6% | +182.6% | +100.0% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling