+130.1%
WDAY vs ARWR
+1,055.7%
-925.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.6% | -17.7% | +13.1% | -2.2% |
| 30D | +1.2% | -21.9% | +23.1% | +4.5% |
| 3M | +2.6% | -44.5% | +47.1% | +10.7% |
| 6M | +47.8% | -32.6% | +80.4% | +53.4% |
| YTD | -12.1% | -26.2% | +14.1% | -10.8% |
| 1Y | -17.1% | +23.0% | -40.1% | -23.3% |
| 3Y | -17.9% | +81.8% | -99.6% | -34.1% |
| 5Y | -35.1% | -36.0% | +0.9% | -40.8% |
| 10Y | +130.1% | +1,039.5% | -909.4% | +37.2% |
| All | +130.1% | +1,055.7% | -925.5% | +37.2% |
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