-13.8%
WDAY vs ABCL
-79.6%
+65.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.6% | +2.3% | -6.9% | -4.9% |
| 30D | +1.2% | -0.7% | +1.9% | +0.9% |
| 3M | +2.6% | +33.4% | -30.9% | -1.6% |
| 6M | +47.8% | +137.8% | -90.0% | +30.7% |
| YTD | -12.1% | +264.3% | -276.4% | -27.0% |
| 1Y | -17.1% | +209.2% | -226.3% | -29.9% |
| 3Y | -17.9% | +208.4% | -226.3% | -34.9% |
| 5Y | -35.1% | -11.9% | -23.2% | -41.6% |
| All | -13.8% | -79.6% | +65.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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