-25.8%
ACN vs WDAY
-33.9%
+8.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -1.1% |
| 7D | -3.8% | +1.8% | -5.7% | -4.6% |
| 30D | +16.5% | +4.1% | +12.5% | +14.5% |
| 3M | +41.5% | -4.8% | +46.3% | +44.1% |
| 6M | +60.1% | +68.6% | -8.6% | +26.6% |
| YTD | -3.9% | -8.5% | +4.6% | -4.4% |
| 1Y | +4.1% | -12.1% | +16.2% | +4.8% |
| 3Y | -15.9% | -13.2% | -2.7% | -18.2% |
| All | -25.8% | -33.9% | +8.1% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling