+302.1%
WDAY vs ALK
+155.0%
+147.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | +14.7% | -19.2% | +34.0% | +20.3% |
| 3M | +32.4% | -1.5% | +33.9% | +31.4% |
| 6M | +36.9% | -13.1% | +49.9% | +37.8% |
| YTD | -8.8% | -16.4% | +7.6% | -7.8% |
| 1Y | -15.3% | -33.1% | +17.8% | -9.8% |
| 3Y | -21.2% | +0.6% | -21.8% | -28.5% |
| 5Y | -29.5% | -26.4% | -3.1% | -31.8% |
| 10Y | +120.0% | -34.2% | +154.2% | +96.0% |
| All | +302.1% | +155.0% | +147.1% | +149.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling