-31.6%
WDAY vs ARWR
+29.5%
-61.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.4% | -4.7% |
| 7D | -6.1% | +2.9% | -9.0% | -6.4% |
| 30D | +3.7% | -2.9% | +6.6% | +4.0% |
| 3M | +29.6% | +15.2% | +14.3% | +26.3% |
| 6M | +23.3% | +42.3% | -18.9% | +15.5% |
| YTD | -13.3% | +28.2% | -41.5% | -17.9% |
| 1Y | -19.6% | +213.2% | -232.9% | -35.7% |
| 3Y | -25.7% | +184.6% | -210.3% | -45.1% |
| 5Y | -31.6% | +29.2% | -60.8% | -43.0% |
| All | -31.6% | +29.5% | -61.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling