+302.1%
WDAY vs ARWR
+3,653.9%
-3,351.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -4.4% | +1.7% | -6.0% | -4.6% |
| 30D | +14.7% | -0.7% | +15.4% | +14.7% |
| 3M | +32.4% | +14.9% | +17.5% | +28.9% |
| 6M | +36.9% | +32.6% | +4.3% | +29.5% |
| YTD | -8.8% | +30.0% | -38.9% | -13.8% |
| 1Y | -15.3% | +208.4% | -223.6% | -30.4% |
| 3Y | -21.2% | +208.8% | -230.0% | -39.7% |
| 5Y | -29.5% | +27.8% | -57.3% | -40.7% |
| 10Y | +120.0% | +1,107.6% | -987.5% | +22.6% |
| All | +302.1% | +3,653.9% | -3,351.8% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling