-23.1%
WDAY vs ACHR
-45.0%
+22.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.1% |
| 7D | -5.2% | -2.3% | -2.9% | -4.9% |
| 30D | +5.9% | -11.3% | +17.2% | +7.5% |
| 3M | +42.3% | +5.3% | +37.0% | +40.6% |
| 6M | +34.7% | -13.2% | +47.9% | +35.4% |
| YTD | -13.5% | -25.8% | +12.3% | -12.0% |
| 1Y | -18.1% | -34.3% | +16.2% | -16.3% |
| 3Y | -26.4% | -19.9% | -6.4% | -32.0% |
| 5Y | -30.6% | -42.7% | +12.1% | -42.3% |
| All | -23.1% | -45.0% | +22.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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