-13.2%
WDAY vs ALC
+4.4%
-17.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.1% | +2.0% |
| 7D | +1.8% | -1.1% | +2.9% | +2.2% |
| 30D | +4.1% | +16.0% | -12.0% | -1.0% |
| 3M | -4.8% | +0.8% | -5.7% | -5.3% |
| 6M | +68.6% | +16.8% | +51.8% | +60.8% |
| YTD | -8.5% | -5.5% | -3.0% | -7.9% |
| 1Y | -12.1% | -5.3% | -6.8% | -11.6% |
| 3Y | -13.2% | +4.1% | -17.3% | -16.0% |
| All | -13.2% | +4.4% | -17.6% | -16.0% |
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