+302.1%
WDAY vs ACWI
+356.1%
-53.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.9% |
| 30D | +14.7% | +0.9% | +13.9% | +13.7% |
| 3M | +32.4% | +2.4% | +30.0% | +27.7% |
| 6M | +36.9% | +12.4% | +24.5% | +16.2% |
| YTD | -8.8% | +15.2% | -24.0% | -25.1% |
| 1Y | -15.3% | +22.7% | -38.0% | -35.9% |
| 3Y | -21.2% | +75.8% | -97.0% | -62.4% |
| 5Y | -29.5% | +67.7% | -97.2% | -63.6% |
| 10Y | +120.0% | +229.0% | -109.0% | -49.3% |
| All | +302.1% | +356.1% | -53.9% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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