-19.6%
WDAY vs ACM
-47.1%
+27.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.6% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | +3.7% | -12.9% | +16.6% | +7.2% |
| 3M | +29.6% | -6.4% | +36.0% | +31.3% |
| 6M | +23.3% | -29.2% | +52.5% | +30.6% |
| YTD | -13.3% | -29.9% | +16.7% | -7.9% |
| 1Y | -19.6% | -47.3% | +27.6% | -9.4% |
| All | -19.6% | -47.1% | +27.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling