-35.7%
WDAY vs ACGL
+176.7%
-212.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.8% | -1.2% | -3.6% | -4.4% |
| 30D | +2.5% | +12.8% | -10.3% | -1.4% |
| 3M | +8.8% | +12.3% | -3.5% | +4.8% |
| 6M | +60.7% | +15.8% | +44.9% | +54.0% |
| YTD | -11.2% | +13.9% | -25.1% | -14.8% |
| 1Y | -15.6% | +19.0% | -34.6% | -20.1% |
| 3Y | -17.1% | +33.7% | -50.8% | -25.3% |
| 5Y | -35.7% | +173.4% | -209.1% | -58.8% |
| All | -35.7% | +176.7% | -212.4% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling