+199.6%
ARM vs WDAY
-20.2%
+219.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.7% | -5.1% |
| 7D | +9.1% | +1.8% | +7.3% | +8.7% |
| 30D | -19.9% | +4.1% | -24.0% | -20.7% |
| 3M | -31.6% | -4.8% | -26.8% | -31.4% |
| 6M | -13.9% | +68.6% | -82.5% | -27.0% |
| YTD | +74.3% | -8.5% | +82.8% | +89.7% |
| 1Y | +35.8% | -12.1% | +47.9% | +50.0% |
| 3Y | +268.6% | -13.2% | +281.8% | +321.2% |
| All | +199.6% | -20.2% | +219.8% | +237.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling