-0.3%
WDAY vs ALC
+32.2%
-32.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -4.0% | +2.1% | -6.0% | -5.0% |
| 30D | +1.9% | +17.2% | -15.3% | -5.6% |
| 3M | +5.9% | +4.6% | +1.2% | +3.5% |
| 6M | +48.8% | +20.1% | +28.7% | +36.2% |
| YTD | -11.4% | -4.2% | -7.2% | -10.7% |
| 1Y | -15.5% | +2.1% | -17.6% | -17.5% |
| 3Y | -15.6% | +4.5% | -20.1% | -22.1% |
| 5Y | -35.2% | -12.3% | -22.8% | -35.8% |
| All | -0.3% | +32.2% | -32.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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