-21.8%
WDAY vs ALHC
+140.1%
-161.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.4% |
| 30D | +14.7% | -1.0% | +15.8% | +14.7% |
| 3M | +32.4% | -10.2% | +42.5% | +32.3% |
| 6M | +36.9% | -28.3% | +65.2% | +37.3% |
| YTD | -8.8% | -31.4% | +22.6% | -8.5% |
| 1Y | -15.3% | -16.9% | +1.6% | -15.4% |
| All | -21.8% | +140.1% | -161.9% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling