-13.5%
WDAY vs AR
+14.7%
-28.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.3% | +8.2% | +2.4% |
| 7D | -1.2% | -11.1% | +9.9% | -0.4% |
| 30D | +6.8% | +7.9% | -1.1% | +6.0% |
| 3M | +17.8% | +4.9% | +13.0% | +17.1% |
| 6M | +57.8% | -5.3% | +63.1% | +57.6% |
| YTD | -6.0% | +8.6% | -14.6% | -6.2% |
| 1Y | -13.5% | +13.7% | -27.2% | -14.1% |
| All | -13.5% | +14.7% | -28.3% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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