-13.0%
WDAY vs ABCL
-81.0%
+67.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -4.8% | +4.4% | -9.2% | -5.3% |
| 30D | +2.5% | -7.9% | +10.3% | +3.0% |
| 3M | +8.8% | +12.2% | -3.5% | +6.4% |
| 6M | +60.7% | +134.7% | -74.0% | +42.3% |
| YTD | -11.2% | +239.8% | -251.0% | -25.8% |
| 1Y | -15.6% | +192.7% | -208.3% | -28.3% |
| 3Y | -17.1% | +187.6% | -204.7% | -33.8% |
| 5Y | -35.7% | -22.6% | -13.1% | -41.4% |
| All | -13.0% | -81.0% | +67.9% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling