+296.4%
ARM vs WDAY
-20.5%
+316.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +5.0% |
| 7D | +5.5% | -4.4% | +9.8% | +6.3% |
| 30D | -8.2% | +14.7% | -22.9% | -11.5% |
| 3M | -35.9% | +32.4% | -68.3% | -40.7% |
| 6M | +103.1% | +36.9% | +66.2% | +83.9% |
| YTD | +130.6% | -8.8% | +139.5% | +152.3% |
| 1Y | +86.1% | -15.3% | +101.4% | +109.3% |
| All | +296.4% | -20.5% | +316.9% | +348.7% |
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