+145.6%
WDAY vs ARMK
+350.8%
-205.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.1% |
| 7D | -4.4% | -2.4% | -2.0% | -3.5% |
| 30D | +14.7% | 0.0% | +14.7% | +14.5% |
| 3M | +32.4% | +6.7% | +25.7% | +29.0% |
| 6M | +36.9% | +38.8% | -1.9% | +20.5% |
| YTD | -8.8% | +55.2% | -64.0% | -23.2% |
| 1Y | -15.3% | +46.6% | -61.9% | -27.2% |
| 3Y | -21.2% | +112.9% | -134.1% | -42.2% |
| 5Y | -29.5% | +144.0% | -173.5% | -51.3% |
| 10Y | +120.0% | +132.4% | -12.4% | +43.0% |
| All | +145.6% | +350.8% | -205.2% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling