-31.1%
WDAY vs IAG
+804.8%
-835.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | -7.4% | +1.7% | -9.1% | -7.4% |
| 30D | +1.0% | +11.4% | -10.4% | +0.4% |
| 3M | +32.7% | +33.0% | -0.4% | +30.4% |
| 6M | +25.6% | -6.0% | +31.6% | +25.8% |
| YTD | -13.4% | +24.6% | -37.9% | -15.9% |
| 1Y | -19.4% | +105.0% | -124.4% | -25.6% |
| 3Y | -25.8% | +837.9% | -863.7% | -43.4% |
| 5Y | -31.1% | +817.0% | -848.1% | -49.5% |
| All | -31.1% | +804.8% | -835.9% | -49.5% |
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 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