+400.4%
ALAB vs WDAY
-28.3%
+428.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.4% | +15.1% | +10.1% |
| 7D | +7.2% | -4.4% | +11.6% | +7.4% |
| 30D | -2.5% | +14.7% | -17.3% | -4.0% |
| 3M | -13.3% | +32.4% | -45.7% | -15.6% |
| 6M | +172.8% | +36.9% | +136.0% | +158.4% |
| YTD | +86.6% | -8.8% | +95.4% | +113.5% |
| 1Y | +65.2% | -15.3% | +80.4% | +94.9% |
| All | +400.4% | -28.3% | +428.7% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling