+204.4%
WDAY vs ALM
+3,516.3%
-3,312.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.2% | +6.5% | -0.7% |
| 7D | -4.6% | -6.3% | +1.8% | -4.6% |
| 30D | +1.2% | -31.4% | +32.7% | +1.4% |
| 3M | +2.6% | -40.6% | +43.1% | +2.7% |
| 6M | +47.8% | -58.6% | +106.4% | +48.1% |
| YTD | -12.1% | -7.6% | -4.4% | -12.3% |
| 1Y | -17.1% | +13.8% | -31.0% | -17.4% |
| 3Y | -17.9% | +842.1% | -860.0% | -19.1% |
| 5Y | -35.1% | +407.4% | -442.5% | -36.0% |
| 10Y | +130.1% | +2,079.4% | -1,949.3% | +124.8% |
| All | +204.4% | +3,516.3% | -3,312.0% | +191.2% |
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