-31.6%
WDAY vs ARMK
+148.1%
-179.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.3% | -5.4% |
| 7D | -6.1% | +1.7% | -7.8% | -6.7% |
| 30D | +3.7% | +3.1% | +0.6% | +2.3% |
| 3M | +29.6% | +9.2% | +20.3% | +24.7% |
| 6M | +23.3% | +43.7% | -20.3% | +5.3% |
| YTD | -13.3% | +57.4% | -70.6% | -29.2% |
| 1Y | -19.6% | +51.9% | -71.5% | -33.5% |
| 3Y | -25.7% | +125.4% | -151.1% | -51.2% |
| 5Y | -31.6% | +149.1% | -180.6% | -59.1% |
| All | -31.6% | +148.1% | -179.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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