+291.5%
WDAY vs ACGL
+697.0%
-405.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | -4.8% | -1.2% | -3.6% | -4.3% |
| 30D | +2.5% | +12.8% | -10.3% | -2.2% |
| 3M | +8.8% | +12.3% | -3.5% | +4.0% |
| 6M | +60.7% | +15.8% | +44.9% | +52.1% |
| YTD | -11.2% | +13.9% | -25.1% | -15.7% |
| 1Y | -15.6% | +19.0% | -34.6% | -21.3% |
| 3Y | -17.1% | +33.7% | -50.8% | -27.8% |
| 5Y | -35.7% | +173.4% | -209.1% | -59.6% |
| 10Y | +130.4% | +324.9% | -194.4% | +9.7% |
| All | +291.5% | +697.0% | -405.5% | +50.6% |
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