-13.2%
WDAY vs ARWR
+79.8%
-93.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +3.0% |
| 7D | +1.8% | -17.8% | +19.7% | +2.2% |
| 30D | +4.1% | -18.1% | +22.2% | +4.4% |
| 3M | -4.8% | -44.2% | +39.3% | -4.0% |
| 6M | +68.6% | -38.6% | +107.3% | +69.7% |
| YTD | -8.5% | -28.0% | +19.5% | -8.9% |
| 1Y | -12.1% | +16.1% | -28.2% | -15.1% |
| 3Y | -13.2% | +84.0% | -97.2% | -22.0% |
| All | -13.2% | +79.8% | -93.0% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling