-12.8%
WDAY vs ABCL
-80.4%
+67.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.6% |
| 7D | -5.3% | -2.7% | -2.6% | -5.1% |
| 30D | +1.5% | -5.4% | +7.0% | +1.7% |
| 3M | +5.5% | +22.4% | -17.0% | +2.1% |
| 6M | +57.4% | +127.6% | -70.2% | +39.9% |
| YTD | -11.0% | +249.4% | -260.4% | -25.8% |
| 1Y | -15.8% | +198.0% | -213.8% | -28.5% |
| 3Y | -16.9% | +195.8% | -212.7% | -33.9% |
| 5Y | -35.3% | -20.6% | -14.7% | -41.2% |
| All | -12.8% | -80.4% | +67.6% | -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