+113.3%
WDAY vs ALB
+80.1%
+33.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | -7.4% | -8.6% | +1.2% | -5.8% |
| 30D | +1.0% | -4.0% | +5.0% | +1.8% |
| 3M | +32.7% | -17.4% | +50.1% | +36.9% |
| 6M | +25.6% | -25.4% | +51.0% | +30.5% |
| YTD | -13.4% | -10.5% | -2.8% | -14.6% |
| 1Y | -19.4% | +75.8% | -95.2% | -32.7% |
| 3Y | -25.8% | -28.5% | +2.7% | -28.5% |
| 5Y | -31.1% | -45.1% | +14.0% | -31.5% |
| 10Y | +113.3% | +87.3% | +26.0% | +28.5% |
| All | +113.3% | +80.1% | +33.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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