+280.1%
WDAY vs AJG
+795.6%
-515.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -10.5% | -8.5% | -2.0% | -5.4% |
| 30D | +2.1% | -3.8% | +5.9% | +4.6% |
| 3M | +34.6% | +10.8% | +23.8% | +27.2% |
| 6M | +29.9% | +15.6% | +14.3% | +19.4% |
| YTD | -13.8% | -5.1% | -8.7% | -11.2% |
| 1Y | -18.3% | -16.0% | -2.2% | -9.9% |
| 3Y | -26.2% | +9.7% | -35.9% | -34.1% |
| 5Y | -30.8% | +77.8% | -108.6% | -56.0% |
| 10Y | +112.2% | +478.2% | -366.0% | -43.3% |
| All | +280.1% | +795.6% | -515.4% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling