-34.1%
WDAY vs ALHC
-64.2%
+30.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.4% |
| 7D | -2.5% | +1.0% | -3.4% | -2.6% |
| 30D | +4.7% | -14.2% | +18.8% | +5.7% |
| 3M | +13.3% | -45.1% | +58.5% | +17.9% |
| 6M | +57.3% | -59.5% | +116.8% | +66.0% |
| YTD | -10.2% | -62.8% | +52.6% | -5.0% |
| 1Y | -14.1% | -55.5% | +41.4% | -11.0% |
| 3Y | -11.7% | +25.7% | -37.4% | -24.0% |
| All | -34.1% | -64.2% | +30.1% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling