-13.2%
WDAY vs ALB
-14.4%
+1.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.2% |
| 7D | +1.8% | -5.8% | +7.6% | +2.3% |
| 30D | +4.1% | -4.5% | +8.6% | +4.4% |
| 3M | -4.8% | -28.1% | +23.2% | -2.6% |
| 6M | +68.6% | -53.2% | +121.8% | +78.0% |
| YTD | -8.5% | -33.3% | +24.8% | -7.8% |
| 1Y | -12.1% | -17.4% | +5.3% | -13.7% |
| 3Y | -13.2% | -14.1% | +0.9% | -20.9% |
| All | -13.2% | -14.4% | +1.3% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling