+296.2%
WDAY vs ALK
+136.2%
+159.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.3% | -3.8% |
| 7D | -2.5% | +9.0% | -11.5% | -4.6% |
| 30D | +4.7% | -1.6% | +6.3% | +4.8% |
| 3M | +13.3% | -23.2% | +36.5% | +19.6% |
| 6M | +57.3% | -3.9% | +61.2% | +55.4% |
| YTD | -10.2% | -22.6% | +12.4% | -8.0% |
| 1Y | -14.1% | -5.3% | -8.8% | -16.8% |
| 3Y | -11.7% | +18.6% | -30.2% | -24.0% |
| 5Y | -33.5% | -34.4% | +0.9% | -33.9% |
| 10Y | +133.1% | -40.8% | +173.8% | +112.9% |
| All | +296.2% | +136.2% | +159.9% | +148.7% |
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