+112.2%
WDAY vs AJG
+473.1%
-360.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +1.1% |
| 7D | -5.2% | -8.3% | +3.1% | 0.0% |
| 30D | +5.9% | -5.7% | +11.6% | +9.8% |
| 3M | +42.3% | +9.1% | +33.2% | +36.0% |
| 6M | +34.7% | +15.2% | +19.5% | +24.5% |
| YTD | -13.5% | -6.3% | -7.2% | -10.3% |
| 1Y | -18.1% | -19.1% | +1.0% | -7.9% |
| 3Y | -26.4% | +8.2% | -34.6% | -33.6% |
| 5Y | -30.6% | +75.6% | -106.2% | -54.9% |
| All | +112.2% | +473.1% | -360.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling