+228.9%
ARM vs WDAY
-11.7%
+240.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.6% | +8.4% | +5.3% |
| 7D | -15.2% | -2.5% | -12.7% | -14.9% |
| 30D | -40.7% | +4.7% | -45.4% | -41.3% |
| 3M | -39.1% | +13.3% | -52.4% | -41.4% |
| 6M | -26.4% | +57.3% | -83.7% | -36.5% |
| YTD | +59.7% | -10.2% | +69.9% | +75.7% |
| 1Y | +10.3% | -14.1% | +24.4% | +23.6% |
| 3Y | +228.9% | -11.7% | +240.5% | +296.4% |
| All | +228.9% | -11.7% | +240.5% | +296.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling