+139.8%
WDAY vs ARMK
+327.1%
-187.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -5.3% | +2.8% | -8.1% | -6.3% |
| 30D | +1.5% | -1.8% | +3.3% | +1.7% |
| 3M | +5.5% | -10.9% | +16.3% | +9.1% |
| 6M | +57.4% | +21.2% | +36.2% | +45.1% |
| YTD | -11.0% | +47.0% | -58.0% | -24.1% |
| 1Y | -15.8% | +42.9% | -58.7% | -27.4% |
| 3Y | -16.9% | +95.0% | -111.9% | -37.5% |
| 5Y | -35.3% | +106.2% | -141.5% | -52.8% |
| 10Y | +131.0% | +131.6% | -0.6% | +47.5% |
| All | +139.8% | +327.1% | -187.3% | +36.9% |
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 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