-25.7%
WDAY vs IAG
+797.8%
-823.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.9% |
| 7D | -6.1% | +4.3% | -10.4% | -6.1% |
| 30D | +3.7% | +9.8% | -6.1% | +3.8% |
| 3M | +29.6% | +28.9% | +0.7% | +30.1% |
| 6M | +23.3% | -7.6% | +30.9% | +24.3% |
| YTD | -13.3% | +22.0% | -35.2% | -13.8% |
| 1Y | -19.6% | +99.5% | -119.1% | -22.1% |
| 3Y | -25.7% | +818.3% | -843.9% | -31.8% |
| All | -25.7% | +797.8% | -823.4% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling