+296.2%
WDAY vs ARWR
+2,428.7%
-2,132.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.9% | -3.8% |
| 7D | -2.5% | -2.9% | +0.4% | -2.1% |
| 30D | +4.7% | -5.4% | +10.1% | +5.4% |
| 3M | +13.3% | -32.2% | +45.5% | +18.9% |
| 6M | +57.3% | -26.5% | +83.8% | +61.5% |
| YTD | -10.2% | -12.4% | +2.2% | -10.8% |
| 1Y | -14.1% | +46.9% | -60.9% | -21.6% |
| 3Y | -11.7% | +116.0% | -127.6% | -29.1% |
| 5Y | -33.5% | -28.0% | -5.5% | -39.6% |
| 10Y | +133.1% | +923.9% | -790.9% | +32.9% |
| All | +296.2% | +2,428.7% | -2,132.5% | +120.6% |
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