-28.6%
WDAY vs ACGL
+161.8%
-190.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.6% | -4.8% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | +14.7% | -1.0% | +15.7% | +15.1% |
| 3M | +32.4% | +11.0% | +21.3% | +29.0% |
| 6M | +36.9% | -0.3% | +37.2% | +37.2% |
| YTD | -8.8% | +2.3% | -11.1% | -9.4% |
| 1Y | -15.3% | +6.4% | -21.7% | -16.9% |
| 3Y | -21.2% | +34.0% | -55.2% | -29.4% |
| All | -28.6% | +161.8% | -190.4% | -53.3% |
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