+302.1%
WDAY vs IAG
+33.7%
+268.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -5.3% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | +14.7% | +28.9% | -14.1% | +13.6% |
| 3M | +32.4% | +19.1% | +13.2% | +31.3% |
| 6M | +36.9% | -10.3% | +47.1% | +37.0% |
| YTD | -8.8% | +24.2% | -33.0% | -10.4% |
| 1Y | -15.3% | +116.5% | -131.8% | -19.2% |
| 3Y | -21.2% | +742.8% | -764.0% | -30.5% |
| 5Y | -29.5% | +753.3% | -782.8% | -39.0% |
| 10Y | +120.0% | +403.2% | -283.2% | +91.7% |
| All | +302.1% | +33.7% | +268.4% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling