-0.6%
WDAY vs ACI
+21.8%
-22.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -4.4% |
| 7D | -6.1% | -2.6% | -3.5% | -5.7% |
| 30D | +3.7% | +1.1% | +2.6% | +3.7% |
| 3M | +29.6% | -23.6% | +53.2% | +33.3% |
| 6M | +23.3% | -29.9% | +53.3% | +27.9% |
| YTD | -13.3% | -26.9% | +13.6% | -10.6% |
| 1Y | -19.6% | -34.2% | +14.6% | -16.3% |
| 3Y | -25.7% | -43.6% | +17.9% | -21.7% |
| 5Y | -31.6% | -42.4% | +10.8% | -28.9% |
| All | -0.6% | +21.8% | -22.4% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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