-18.6%
WDAY vs ACHR
-60.3%
+41.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.9% | +10.0% | +3.8% |
| 7D | +1.8% | -9.2% | +11.1% | +2.7% |
| 30D | +4.1% | -1.0% | +5.1% | +3.7% |
| 3M | -4.8% | -42.2% | +37.3% | +0.6% |
| 6M | +68.6% | -38.2% | +106.8% | +75.4% |
| YTD | -8.5% | -46.4% | +37.9% | -4.1% |
| 1Y | -12.1% | -49.4% | +37.3% | -7.4% |
| 3Y | -13.2% | -22.5% | +9.3% | -20.3% |
| 5Y | -33.7% | -29.8% | -3.9% | -46.8% |
| All | -18.6% | -60.3% | +41.7% | -27.4% |
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