+193.0%
ARM vs WDAY
-22.7%
+215.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.1% | +6.9% |
| 7D | -5.3% | -4.0% | -1.3% | -4.7% |
| 30D | -30.0% | +1.9% | -32.0% | -30.5% |
| 3M | -34.1% | +5.9% | -40.0% | -35.7% |
| 6M | -12.6% | +48.8% | -61.4% | -23.1% |
| YTD | +70.4% | -11.4% | +81.9% | +86.5% |
| 1Y | +22.3% | -15.5% | +37.8% | +36.5% |
| 3Y | +261.2% | -15.6% | +276.8% | +314.6% |
| All | +193.0% | -22.7% | +215.7% | +231.8% |
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