-17.9%
WDAY vs ABCL
+206.1%
-224.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.6% | +2.3% | -6.9% | -4.8% |
| 30D | +1.2% | -0.7% | +1.9% | +1.1% |
| 3M | +2.6% | +33.4% | -30.9% | -0.2% |
| 6M | +47.8% | +137.8% | -90.0% | +36.8% |
| YTD | -12.1% | +264.3% | -276.4% | -22.1% |
| 1Y | -17.1% | +209.2% | -226.3% | -25.8% |
| 3Y | -17.9% | +208.4% | -226.3% | -31.6% |
| All | -17.9% | +206.1% | -224.0% | -31.6% |
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