+111.5%
WDAY vs IAG
+423.2%
-311.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -10.5% | -4.1% | -6.5% | -10.3% |
| 30D | +2.1% | +10.6% | -8.5% | +1.5% |
| 3M | +34.6% | +35.4% | -0.7% | +32.0% |
| 6M | +29.9% | -9.5% | +39.4% | +30.0% |
| YTD | -13.8% | +21.8% | -35.7% | -16.0% |
| 1Y | -18.3% | +84.1% | -102.4% | -23.1% |
| 3Y | -26.2% | +817.4% | -843.5% | -40.2% |
| 5Y | -30.8% | +830.1% | -860.9% | -45.8% |
| All | +111.5% | +423.2% | -311.7% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling