+215.5%
WDAY vs ALM
+7,705.7%
-7,490.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.4% |
| 7D | -4.4% | -2.6% | -1.8% | -4.4% |
| 30D | +14.7% | +32.0% | -17.3% | +14.6% |
| 3M | +32.4% | -15.0% | +47.4% | +32.4% |
| 6M | +36.9% | -10.1% | +47.0% | +36.8% |
| YTD | -8.8% | +99.4% | -108.3% | -9.3% |
| 1Y | -15.3% | +316.4% | -331.6% | -16.1% |
| 3Y | -21.2% | +2,022.0% | -2,043.2% | -22.7% |
| 5Y | -29.5% | +941.2% | -970.7% | -30.7% |
| 10Y | +120.0% | +2,950.3% | -2,830.3% | +114.6% |
| All | +215.5% | +7,705.7% | -7,490.3% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling