-42.9%
ACN vs WDAY
-32.3%
-10.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -2.1% |
| 7D | -4.8% | -6.1% | +1.3% | -2.2% |
| 30D | +1.9% | +3.7% | -1.8% | -0.7% |
| 3M | +3.9% | +29.6% | -25.7% | -8.2% |
| 6M | -15.0% | +23.3% | -38.3% | -24.0% |
| YTD | -31.9% | -13.3% | -18.6% | -30.5% |
| 1Y | -28.5% | -19.6% | -8.9% | -25.2% |
| 3Y | -41.9% | -25.7% | -16.2% | -39.7% |
| 5Y | -42.9% | -31.6% | -11.3% | -41.5% |
| All | -42.9% | -32.3% | -10.6% | -41.5% |
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