+131.0%
WDAY vs ALLE
+212.2%
-81.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | -5.3% | -0.8% | -4.5% | -5.0% |
| 30D | +1.5% | +27.4% | -25.8% | -9.4% |
| 3M | +5.5% | +13.8% | -8.4% | -1.0% |
| 6M | +57.4% | +45.5% | +11.9% | +30.9% |
| YTD | -11.0% | +21.4% | -32.4% | -20.5% |
| 1Y | -15.8% | +15.4% | -31.1% | -22.9% |
| 3Y | -16.9% | +91.7% | -108.6% | -43.7% |
| 5Y | -35.3% | +54.5% | -89.8% | -51.6% |
| 10Y | +131.0% | +210.5% | -79.5% | +6.9% |
| All | +131.0% | +212.2% | -81.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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