+131.0%
WDAY vs ALK
-41.4%
+172.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -5.3% | +2.6% | -7.9% | -5.9% |
| 30D | +1.5% | +7.8% | -6.3% | -0.3% |
| 3M | +5.5% | -15.2% | +20.7% | +8.5% |
| 6M | +57.4% | +5.0% | +52.4% | +52.7% |
| YTD | -11.0% | -18.4% | +7.4% | -10.0% |
| 1Y | -15.8% | -2.4% | -13.4% | -18.6% |
| 3Y | -16.9% | +19.8% | -36.7% | -27.6% |
| 5Y | -35.3% | -27.8% | -7.5% | -37.1% |
| 10Y | +131.0% | -42.0% | +173.0% | +153.0% |
| All | +131.0% | -41.4% | +172.4% | +153.0% |
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