-11.7%
WDAY vs ACM
-12.3%
+0.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | -2.5% | +5.4% | -7.9% | -4.6% |
| 30D | +4.7% | +15.1% | -10.4% | -1.3% |
| 3M | +13.3% | -10.5% | +23.8% | +17.4% |
| 6M | +57.3% | -19.7% | +77.0% | +68.5% |
| YTD | -10.2% | -28.8% | +18.6% | -0.1% |
| 1Y | -14.1% | -47.9% | +33.8% | +8.5% |
| 3Y | -11.7% | -12.4% | +0.7% | -11.9% |
| All | -11.7% | -12.3% | +0.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling