+125.4%
WDAY vs AR
+44.3%
+81.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.6% |
| 7D | -2.5% | -14.3% | +11.8% | -1.4% |
| 30D | +4.7% | +1.4% | +3.3% | +4.5% |
| 3M | +13.3% | +3.4% | +9.9% | +12.8% |
| 6M | +57.3% | -2.1% | +59.4% | +57.2% |
| YTD | -10.2% | +4.7% | -14.9% | -10.9% |
| 1Y | -14.1% | +10.6% | -24.6% | -15.2% |
| 3Y | -11.7% | +24.6% | -36.3% | -14.5% |
| 5Y | -33.5% | +71.9% | -105.4% | -37.7% |
| All | +125.4% | +44.3% | +81.1% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling