+4.4%
WDAY vs ACI
+25.9%
-21.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -4.4% | +0.2% | -4.5% | -4.4% |
| 30D | +14.7% | +5.9% | +8.8% | +13.9% |
| 3M | +32.4% | -19.8% | +52.1% | +35.3% |
| 6M | +36.9% | -24.7% | +61.6% | +40.8% |
| YTD | -8.8% | -24.4% | +15.5% | -6.5% |
| 1Y | -15.3% | -31.5% | +16.2% | -12.3% |
| 3Y | -21.2% | -38.7% | +17.5% | -17.9% |
| 5Y | -29.5% | -42.8% | +13.3% | -26.9% |
| All | +4.4% | +25.9% | -21.5% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling