+303.5%
WDAY vs AIG
+215.7%
+87.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.7% | +2.9% |
| 7D | +1.8% | +6.6% | -4.7% | -0.5% |
| 30D | +4.1% | +7.0% | -2.9% | +1.5% |
| 3M | -4.8% | +9.7% | -14.5% | -8.1% |
| 6M | +68.6% | +10.8% | +57.8% | +62.2% |
| YTD | -8.5% | -1.3% | -7.3% | -8.7% |
| 1Y | -12.1% | +8.4% | -20.5% | -15.4% |
| 3Y | -13.2% | +39.0% | -52.2% | -24.6% |
| 5Y | -33.7% | +59.6% | -93.3% | -46.4% |
| 10Y | +137.4% | +68.4% | +69.0% | +71.7% |
| All | +303.5% | +215.7% | +87.8% | +134.7% |
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