+296.2%
WDAY vs ACM
+233.8%
+62.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +13.3% | -10.5% | +23.8% | +18.1% |
| 6M | +57.3% | -19.7% | +77.0% | +70.8% |
| YTD | -10.2% | -28.8% | +18.6% | +1.6% |
| 1Y | -14.1% | -47.9% | +33.8% | +10.1% |
| 3Y | -11.7% | -12.4% | +0.7% | -10.1% |
| 5Y | -33.5% | +0.6% | -34.0% | -36.0% |
| 10Y | +133.1% | +161.3% | -28.2% | +41.7% |
| All | +296.2% | +233.8% | +62.4% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling