-28.6%
WDAY vs ALB
-44.4%
+15.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -0.9% | -4.7% |
| 7D | -4.4% | -8.1% | +3.7% | -3.2% |
| 30D | +14.7% | +6.3% | +8.5% | +13.7% |
| 3M | +32.4% | -23.6% | +55.9% | +37.3% |
| 6M | +36.9% | -24.6% | +61.5% | +40.7% |
| YTD | -8.8% | -10.3% | +1.4% | -10.2% |
| 1Y | -15.3% | +61.5% | -76.8% | -26.4% |
| 3Y | -21.2% | -34.0% | +12.8% | -20.4% |
| All | -28.6% | -44.4% | +15.8% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling