+136.8%
WDAY vs ARWR
+1,009.4%
-872.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | -4.8% | -17.9% | +13.2% | -2.3% |
| 30D | +2.5% | -18.9% | +21.4% | +5.3% |
| 3M | +8.8% | -46.0% | +54.7% | +17.8% |
| 6M | +60.7% | -40.3% | +101.1% | +70.0% |
| YTD | -11.2% | -29.0% | +17.7% | -9.5% |
| 1Y | -15.6% | +13.8% | -29.5% | -21.0% |
| 3Y | -17.1% | +74.9% | -92.0% | -33.2% |
| 5Y | -35.7% | -36.2% | +0.5% | -41.4% |
| All | +136.8% | +1,009.4% | -872.7% | +41.1% |
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