-20.8%
WDAY vs ABCL
+104.5%
-125.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | +14.7% | +93.1% | -78.3% | +8.4% |
| 3M | +32.4% | +79.4% | -47.1% | +25.2% |
| 6M | +36.9% | +214.9% | -178.0% | +23.1% |
| YTD | -8.8% | +234.2% | -243.1% | -18.9% |
| 1Y | -15.3% | +174.8% | -190.0% | -24.1% |
| All | -20.8% | +104.5% | -125.3% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling