-34.1%
WDAY vs ARMK
+96.3%
-130.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.5% | -8.1% | -5.2% |
| 7D | -2.5% | -2.6% | +0.1% | -1.7% |
| 30D | +4.7% | -5.2% | +9.9% | +6.3% |
| 3M | +13.3% | -6.5% | +19.8% | +15.2% |
| 6M | +57.3% | +15.3% | +42.0% | +46.0% |
| YTD | -10.2% | +43.6% | -53.8% | -25.2% |
| 1Y | -14.1% | +42.1% | -56.1% | -28.1% |
| 3Y | -11.7% | +94.0% | -105.7% | -39.4% |
| All | -34.1% | +96.3% | -130.4% | -58.9% |
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