+35.8%
ARM vs WDAY
-15.6%
+51.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.2% | +10.8% | +12.2% |
| 7D | +6.0% | -5.3% | +11.3% | +5.2% |
| 30D | -20.3% | +1.5% | -21.9% | -20.1% |
| 3M | -24.4% | +5.5% | -29.8% | -23.7% |
| 6M | -4.4% | +57.4% | -61.8% | +3.7% |
| YTD | +86.0% | -11.0% | +97.0% | +102.2% |
| 1Y | +35.8% | -15.8% | +51.6% | +48.4% |
| All | +35.8% | -15.6% | +51.4% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling