+123.9%
WDAY vs ALB
+38.2%
+85.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -4.0% | +9.5% | -13.4% | -5.7% |
| 30D | +1.9% | -2.1% | +4.1% | +2.3% |
| 3M | +5.9% | -24.1% | +30.0% | +11.4% |
| 6M | +48.8% | -51.0% | +99.8% | +69.2% |
| YTD | -11.4% | -29.3% | +17.9% | -8.8% |
| 1Y | -15.5% | +3.2% | -18.7% | -20.4% |
| 3Y | -15.6% | -9.3% | -6.3% | -25.2% |
| 5Y | -35.2% | -61.6% | +26.4% | -30.2% |
| 10Y | +123.9% | +40.8% | +83.1% | +44.0% |
| All | +123.9% | +38.2% | +85.6% | +44.0% |
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