+33.7%
ALAB vs WDAY
-19.6%
+53.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.1% | -8.3% |
| 7D | +3.2% | -6.1% | +9.3% | +1.5% |
| 30D | -13.6% | +3.7% | -17.3% | -12.3% |
| 3M | -16.6% | +29.6% | -46.2% | -6.2% |
| 6M | +142.3% | +23.3% | +119.0% | +171.7% |
| YTD | +73.6% | -13.3% | +86.9% | +101.1% |
| 1Y | +33.7% | -19.6% | +53.3% | +57.3% |
| All | +33.7% | -19.6% | +53.2% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling