-20.8%
WDAY vs ALC
-13.3%
-7.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | -4.4% | -2.1% | -2.3% | -3.7% |
| 30D | +14.7% | -0.1% | +14.8% | +14.9% |
| 3M | +32.4% | +5.9% | +26.5% | +30.3% |
| 6M | +36.9% | -15.9% | +52.8% | +43.5% |
| YTD | -8.8% | -10.1% | +1.3% | -6.5% |
| 1Y | -15.3% | -10.2% | -5.1% | -13.2% |
| All | -20.8% | -13.3% | -7.5% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling