-11.7%
WDAY vs ALLE
+88.9%
-100.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +4.7% | +25.3% | -20.7% | +0.9% |
| 3M | +13.3% | +10.3% | +3.0% | +11.2% |
| 6M | +57.3% | +38.0% | +19.3% | +50.0% |
| YTD | -10.2% | +17.8% | -28.0% | -11.9% |
| 1Y | -14.1% | +13.6% | -27.7% | -14.9% |
| 3Y | -11.7% | +89.2% | -100.9% | -23.3% |
| All | -11.7% | +88.9% | -100.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling