-19.3%
WDAY vs ALC
-13.1%
-6.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.1% |
| 7D | -6.1% | -3.7% | -2.4% | -4.6% |
| 30D | +3.7% | -3.7% | +7.4% | +5.4% |
| 3M | +29.6% | +4.6% | +25.0% | +28.3% |
| 6M | +23.3% | -14.6% | +37.9% | +29.5% |
| YTD | -13.3% | -11.9% | -1.4% | -10.8% |
| All | -19.3% | -13.1% | -6.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling