+381.5%
ACN vs WDAY
+293.1%
+88.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +1.6% | -4.6% | +6.1% | +3.1% |
| 30D | +24.6% | +1.2% | +23.4% | +24.2% |
| 3M | +46.2% | +2.6% | +43.6% | +43.9% |
| 6M | +46.2% | +47.8% | -1.6% | +28.0% |
| YTD | -0.9% | -12.1% | +11.2% | +1.1% |
| 1Y | +8.8% | -17.1% | +25.9% | +12.6% |
| 3Y | -14.3% | -17.9% | +3.6% | -13.0% |
| 5Y | -22.6% | -35.1% | +12.5% | -18.9% |
| 10Y | +153.7% | +130.1% | +23.6% | +93.0% |
| All | +381.5% | +293.1% | +88.4% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling