+88.5%
ACN vs WDAY
+111.3%
-22.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -6.3% | -7.4% | +1.0% | -3.5% |
| 30D | -1.4% | +1.0% | -2.4% | -2.6% |
| 3M | +2.6% | +32.7% | -30.1% | -8.7% |
| 6M | -14.3% | +25.6% | -39.9% | -22.6% |
| YTD | -33.1% | -13.4% | -19.7% | -31.2% |
| 1Y | -28.8% | -19.4% | -9.4% | -25.2% |
| 3Y | -43.0% | -25.8% | -17.2% | -40.1% |
| 5Y | -44.0% | -31.1% | -12.9% | -42.0% |
| 10Y | +88.5% | +113.3% | -24.8% | +37.2% |
| All | +88.5% | +111.3% | -22.7% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling