-30.6%
WDAY vs ALNY
+30.5%
-61.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.3% |
| 7D | -5.2% | -6.5% | +1.4% | -4.1% |
| 30D | +5.9% | +11.0% | -5.1% | +4.0% |
| 3M | +42.3% | -14.1% | +56.3% | +44.6% |
| 6M | +34.7% | -22.4% | +57.1% | +38.6% |
| YTD | -13.5% | -37.5% | +23.9% | -8.0% |
| 1Y | -18.1% | -46.9% | +28.9% | -10.7% |
| 3Y | -26.4% | +22.1% | -48.4% | -33.8% |
| All | -30.6% | +30.5% | -61.2% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling