-20.8%
WDAY vs ALLE
+42.6%
-63.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.5% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | -6.8% | +21.5% | +16.0% |
| 3M | +32.4% | +21.0% | +11.3% | +28.7% |
| 6M | +36.9% | +1.1% | +35.8% | +37.9% |
| YTD | -8.8% | -0.5% | -8.3% | -8.1% |
| 1Y | -15.3% | -7.3% | -8.0% | -13.0% |
| All | -20.8% | +42.6% | -63.4% | -34.7% |
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 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