-23.6%
WDAY vs ALHC
-60.6%
+37.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.1% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +2.5% | -9.6% | +12.1% | +3.2% |
| 3M | +8.8% | -44.5% | +53.3% | +13.2% |
| 6M | +60.7% | -59.2% | +119.9% | +69.8% |
| YTD | -11.2% | -62.0% | +50.8% | -6.2% |
| 1Y | -15.6% | -54.8% | +39.2% | -12.5% |
| 3Y | -17.1% | +25.0% | -42.1% | -27.9% |
| 5Y | -35.7% | -65.3% | +29.6% | -37.7% |
| All | -23.6% | -60.6% | +37.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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