-33.5%
WDAY vs AR
+99.4%
-132.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +3.0% | +3.0% |
| 7D | +1.8% | +7.4% | -5.5% | +0.9% |
| 30D | +4.1% | +5.8% | -1.7% | +3.2% |
| 3M | -4.8% | +5.2% | -10.1% | -5.7% |
| 6M | +68.6% | +5.4% | +63.2% | +67.0% |
| YTD | -8.5% | +12.4% | -21.0% | -10.5% |
| 1Y | -12.1% | +12.8% | -24.9% | -14.2% |
| 3Y | -13.2% | +47.2% | -60.4% | -19.6% |
| All | -33.5% | +99.4% | -132.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling