+130.1%
WDAY vs ALLE
+217.2%
-87.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | +1.2% | +25.9% | -24.7% | -9.2% |
| 3M | +2.6% | +14.9% | -12.3% | -4.1% |
| 6M | +47.8% | +42.1% | +5.7% | +24.2% |
| YTD | -12.1% | +20.4% | -32.4% | -21.2% |
| 1Y | -17.1% | +14.9% | -32.0% | -24.0% |
| 3Y | -17.9% | +90.1% | -108.0% | -44.1% |
| 5Y | -35.1% | +53.0% | -88.1% | -51.3% |
| 10Y | +130.1% | +208.8% | -78.7% | +6.7% |
| All | +130.1% | +217.2% | -87.1% | +6.7% |
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