-11.7%
WDAY vs ACI
-35.7%
+24.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.8% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | +4.7% | +10.3% | -5.6% | +2.4% |
| 3M | +13.3% | +7.2% | +6.1% | +11.7% |
| 6M | +57.3% | -18.0% | +75.3% | +59.6% |
| YTD | -10.2% | -22.0% | +11.8% | -8.7% |
| 1Y | -14.1% | -23.4% | +9.3% | -12.5% |
| 3Y | -11.7% | -35.8% | +24.2% | -8.3% |
| All | -11.7% | -35.7% | +24.0% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling