+130.1%
WDAY vs ACGL
+332.0%
-201.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -4.6% | +1.3% | -5.8% | -5.0% |
| 30D | +1.2% | +14.2% | -13.0% | -3.7% |
| 3M | +2.6% | +11.1% | -8.5% | -1.4% |
| 6M | +47.8% | +16.4% | +31.4% | +39.9% |
| YTD | -12.1% | +13.8% | -25.8% | -16.3% |
| 1Y | -17.1% | +21.6% | -38.7% | -23.1% |
| 3Y | -17.9% | +33.5% | -51.4% | -28.0% |
| 5Y | -35.1% | +174.8% | -209.9% | -58.7% |
| 10Y | +130.1% | +330.4% | -200.2% | +4.9% |
| All | +130.1% | +332.0% | -201.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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