+280.1%
WDAY vs ALNY
+1,220.1%
-939.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.5% | +0.2% |
| 7D | -10.5% | -6.4% | -4.1% | -9.5% |
| 30D | +2.1% | +11.9% | -9.8% | 0.0% |
| 3M | +34.6% | -15.0% | +49.6% | +37.3% |
| 6M | +29.9% | -23.2% | +53.1% | +34.3% |
| YTD | -13.8% | -37.8% | +23.9% | -7.8% |
| 1Y | -18.3% | -47.3% | +29.0% | -10.3% |
| 3Y | -26.2% | +22.9% | -49.0% | -33.2% |
| 5Y | -30.8% | +30.6% | -61.4% | -40.3% |
| 10Y | +112.2% | +254.6% | -142.4% | +38.0% |
| All | +280.1% | +1,220.1% | -939.9% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling