-34.1%
WDAY vs ALK
-34.8%
+0.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.3% | -3.7% |
| 7D | -2.5% | +9.0% | -11.5% | -4.2% |
| 30D | +4.7% | -1.6% | +6.3% | +4.7% |
| 3M | +13.3% | -23.2% | +36.5% | +18.5% |
| 6M | +57.3% | -3.9% | +61.2% | +55.7% |
| YTD | -10.2% | -22.6% | +12.4% | -7.8% |
| 1Y | -14.1% | -5.3% | -8.8% | -16.7% |
| 3Y | -11.7% | +18.6% | -30.2% | -27.8% |
| All | -34.1% | -34.8% | +0.6% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling