+296.2%
WDAY vs ACGL
+682.7%
-386.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.7% | -2.5% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | +4.7% | +13.7% | -9.0% | -0.4% |
| 3M | +13.3% | +8.0% | +5.3% | +10.0% |
| 6M | +57.3% | +13.3% | +44.0% | +50.2% |
| YTD | -10.2% | +11.8% | -22.0% | -14.1% |
| 1Y | -14.1% | +22.2% | -36.3% | -20.7% |
| 3Y | -11.7% | +32.5% | -44.2% | -22.8% |
| 5Y | -33.5% | +160.2% | -193.7% | -57.4% |
| 10Y | +133.1% | +338.5% | -205.5% | +9.0% |
| All | +296.2% | +682.7% | -386.6% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling