+291.5%
WDAY vs IAG
+11.9%
+279.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.9% | -0.1% |
| 7D | -4.8% | -2.1% | -2.7% | -4.7% |
| 30D | +2.5% | -6.2% | +8.7% | +2.6% |
| 3M | +8.8% | -5.1% | +13.9% | +8.8% |
| 6M | +60.7% | -10.0% | +70.7% | +60.8% |
| YTD | -11.2% | +3.9% | -15.2% | -12.3% |
| 1Y | -15.6% | +18.9% | -34.5% | -17.2% |
| 3Y | -17.1% | +651.8% | -668.9% | -26.6% |
| 5Y | -35.7% | +416.3% | -452.0% | -43.5% |
| 10Y | +130.4% | +377.4% | -247.0% | +101.6% |
| All | +291.5% | +11.9% | +279.7% | +238.5% |
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 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