-25.4%
WDAY vs ALHC
-29.3%
+4.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.8% |
| 7D | -6.1% | -1.0% | -5.1% | -6.0% |
| 30D | +3.7% | -6.3% | +10.0% | +4.2% |
| 3M | +29.6% | -12.3% | +41.9% | +29.5% |
| 6M | +23.3% | -27.0% | +50.3% | +24.7% |
| YTD | -13.3% | -31.8% | +18.6% | -11.9% |
| 1Y | -19.6% | -17.0% | -2.6% | -20.2% |
| 3Y | -25.7% | +159.8% | -185.5% | -40.0% |
| 5Y | -31.6% | -25.1% | -6.4% | -37.9% |
| All | -25.4% | -29.3% | +4.0% | -33.7% |
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