-15.3%
WDAY vs IAG
+119.5%
-134.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.6% |
| 7D | -4.4% | -0.5% | -3.8% | -4.4% |
| 30D | +14.7% | +28.9% | -14.1% | +17.7% |
| 3M | +32.4% | +19.1% | +13.2% | +35.9% |
| 6M | +36.9% | -10.3% | +47.1% | +39.4% |
| YTD | -8.8% | +24.2% | -33.0% | -7.5% |
| 1Y | -15.3% | +116.5% | -131.8% | -18.3% |
| All | -15.3% | +119.5% | -134.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling