-25.7%
WDAY vs ARWR
+181.4%
-207.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.8% |
| 7D | -6.1% | +2.9% | -9.0% | -6.1% |
| 30D | +3.7% | -2.9% | +6.6% | +3.7% |
| 3M | +29.6% | +15.2% | +14.3% | +29.0% |
| 6M | +23.3% | +42.3% | -18.9% | +21.2% |
| YTD | -13.3% | +28.2% | -41.5% | -14.4% |
| 1Y | -19.6% | +213.2% | -232.9% | -25.6% |
| 3Y | -25.7% | +184.6% | -210.3% | -37.8% |
| All | -25.7% | +181.4% | -207.0% | -37.8% |
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