+136.8%
WDAY vs ALK
-45.1%
+181.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.7% |
| 7D | -4.8% | +0.9% | -5.7% | -5.0% |
| 30D | +2.5% | +3.3% | -0.8% | +1.4% |
| 3M | +8.8% | -17.6% | +26.3% | +12.5% |
| 6M | +60.7% | +0.8% | +59.9% | +57.1% |
| YTD | -11.2% | -22.4% | +11.1% | -9.3% |
| 1Y | -15.6% | -10.1% | -5.6% | -17.0% |
| 3Y | -17.1% | +14.0% | -31.1% | -27.2% |
| 5Y | -35.7% | -29.8% | -5.9% | -37.2% |
| All | +136.8% | -45.1% | +181.9% | +157.1% |
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