-26.4%
WDAY vs AJG
+8.2%
-34.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | -5.2% | -8.3% | +3.1% | -1.1% |
| 30D | +5.9% | -5.7% | +11.6% | +9.1% |
| 3M | +42.3% | +9.1% | +33.2% | +38.7% |
| 6M | +34.7% | +15.2% | +19.5% | +28.6% |
| YTD | -13.5% | -6.3% | -7.2% | -12.5% |
| 1Y | -18.1% | -19.1% | +1.0% | -13.9% |
| 3Y | -26.4% | +8.2% | -34.6% | -31.5% |
| All | -26.4% | +8.2% | -34.6% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling