-15.8%
WDAY vs AR
+48.5%
-64.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -4.8% | +6.4% | -11.2% | -5.4% |
| 30D | +2.5% | +3.1% | -0.6% | +2.1% |
| 3M | +8.8% | +3.3% | +5.5% | +8.2% |
| 6M | +60.7% | +6.6% | +54.2% | +59.2% |
| YTD | -11.2% | +12.3% | -23.6% | -12.7% |
| 1Y | -15.6% | +12.3% | -28.0% | -17.1% |
| All | -15.8% | +48.5% | -64.2% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling