+109.9%
WDAY vs ALM
+3,219.4%
-3,109.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.7% | -5.0% |
| 7D | -6.1% | +8.4% | -14.5% | -6.3% |
| 30D | +3.7% | +34.8% | -31.1% | +3.0% |
| 3M | +29.6% | +16.2% | +13.3% | +28.9% |
| 6M | +23.3% | +2.1% | +21.2% | +22.4% |
| YTD | -13.3% | +117.0% | -130.3% | -16.5% |
| 1Y | -19.6% | +313.9% | -333.5% | -24.8% |
| 3Y | -25.7% | +2,327.9% | -2,353.6% | -36.1% |
| 5Y | -31.6% | +1,040.6% | -1,072.2% | -40.3% |
| 10Y | +109.9% | +3,219.4% | -3,109.5% | +72.0% |
| All | +109.9% | +3,219.4% | -3,109.5% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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