-23.8%
WDAY vs ALHC
-61.8%
+38.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -4.0% | +3.9% | -7.9% | -4.3% |
| 30D | +1.9% | -3.6% | +5.6% | +2.1% |
| 3M | +5.9% | -49.4% | +55.3% | +11.0% |
| 6M | +48.8% | -59.5% | +108.3% | +57.1% |
| YTD | -11.4% | -63.2% | +51.8% | -6.1% |
| 1Y | -15.5% | -55.5% | +40.0% | -12.4% |
| 3Y | -15.6% | +23.0% | -38.6% | -26.6% |
| 5Y | -35.2% | -65.7% | +30.5% | -37.2% |
| All | -23.8% | -61.8% | +38.0% | -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