+302.1%
WDAY vs ALB
+194.5%
+107.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.4% | -0.9% | -4.4% |
| 7D | -4.4% | -8.1% | +3.7% | -2.6% |
| 30D | +14.7% | +6.3% | +8.5% | +13.2% |
| 3M | +32.4% | -23.6% | +55.9% | +39.3% |
| 6M | +36.9% | -24.6% | +61.5% | +42.4% |
| YTD | -8.8% | -10.3% | +1.4% | -10.3% |
| 1Y | -15.3% | +61.5% | -76.8% | -29.0% |
| 3Y | -21.2% | -34.0% | +12.8% | -22.7% |
| 5Y | -29.5% | -44.6% | +15.1% | -30.5% |
| 10Y | +120.0% | +76.1% | +43.9% | +32.0% |
| All | +302.1% | +194.5% | +107.6% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling