+112.2%
WDAY vs ARWR
+1,081.9%
-969.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -5.2% | -4.0% | -1.1% | -4.6% |
| 30D | +5.9% | -5.0% | +11.0% | +6.6% |
| 3M | +42.3% | +11.3% | +30.9% | +39.0% |
| 6M | +34.7% | +42.6% | -7.9% | +25.8% |
| YTD | -13.5% | +24.8% | -38.3% | -18.0% |
| 1Y | -18.1% | +178.8% | -196.8% | -32.4% |
| 3Y | -26.4% | +183.3% | -209.7% | -44.0% |
| 5Y | -30.6% | +29.5% | -60.1% | -42.5% |
| All | +112.2% | +1,081.9% | -969.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling