-35.3%
WDAY vs IAG
+461.2%
-496.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.3% |
| 7D | -5.3% | +3.4% | -8.7% | -5.5% |
| 30D | +1.5% | -2.7% | +4.2% | +1.5% |
| 3M | +5.5% | -0.5% | +6.0% | +5.2% |
| 6M | +57.4% | -4.8% | +62.3% | +57.2% |
| YTD | -11.0% | +9.6% | -20.6% | -13.2% |
| 1Y | -15.8% | +32.2% | -48.0% | -19.4% |
| 3Y | -16.9% | +692.5% | -709.4% | -36.4% |
| 5Y | -35.3% | +447.6% | -482.8% | -50.8% |
| All | -35.3% | +461.2% | -496.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling