-2.4%
WDAY vs ALC
+21.6%
-24.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -3.9% |
| 7D | -6.1% | -3.7% | -2.4% | -4.3% |
| 30D | +3.7% | -3.7% | +7.4% | +5.7% |
| 3M | +29.6% | +4.6% | +25.0% | +27.1% |
| 6M | +23.3% | -14.6% | +37.9% | +32.0% |
| YTD | -13.3% | -11.9% | -1.4% | -8.8% |
| 1Y | -19.6% | -13.1% | -6.5% | -15.1% |
| 3Y | -25.7% | -15.0% | -10.7% | -23.4% |
| 5Y | -31.6% | -16.2% | -15.4% | -30.6% |
| All | -2.4% | +21.6% | -24.0% | -17.4% |
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