+369.5%
ALAB vs WDAY
-32.0%
+401.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -6.2% | -5.2% | -1.0% | -5.8% |
| 30D | -8.7% | +5.9% | -14.6% | -9.4% |
| 3M | -20.7% | +42.3% | -63.0% | -25.2% |
| 6M | +133.5% | +34.7% | +98.8% | +118.6% |
| YTD | +75.1% | -13.5% | +88.6% | +101.1% |
| 1Y | +25.0% | -18.1% | +43.1% | +46.5% |
| All | +369.5% | -32.0% | +401.5% | +504.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 10y: compounded portfolio wealth divided by compounded WDAY 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…
10y analysis · Full analysis span regression · 6 months rolling