+130.1%
WDAY vs ALK
-39.7%
+169.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.6% | +12.9% | -17.5% | -7.0% |
| 30D | +1.2% | +5.5% | -4.3% | -0.2% |
| 3M | +2.6% | -12.1% | +14.7% | +4.7% |
| 6M | +47.8% | +1.7% | +46.1% | +44.5% |
| YTD | -12.1% | -17.4% | +5.4% | -11.2% |
| 1Y | -17.1% | -1.9% | -15.2% | -20.0% |
| 3Y | -17.9% | +21.2% | -39.1% | -28.7% |
| 5Y | -35.1% | -27.8% | -7.3% | -36.9% |
| 10Y | +130.1% | -41.0% | +171.2% | +166.0% |
| All | +130.1% | -39.7% | +169.8% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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