-19.6%
WDAY vs ARWR
+200.0%
-219.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -5.0% |
| 7D | -6.1% | +2.9% | -9.0% | -5.8% |
| 30D | +3.7% | -2.9% | +6.6% | +3.4% |
| 3M | +29.6% | +15.2% | +14.3% | +32.5% |
| 6M | +23.3% | +42.3% | -18.9% | +27.0% |
| YTD | -13.3% | +28.2% | -41.5% | -11.0% |
| 1Y | -19.6% | +213.2% | -232.9% | -14.7% |
| All | -19.6% | +200.0% | -219.6% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling