+161.8%
WDAY vs ALLE
+327.3%
-165.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.2% |
| 30D | +4.7% | +25.3% | -20.7% | -7.1% |
| 3M | +13.3% | +10.3% | +3.0% | +7.2% |
| 6M | +57.3% | +38.0% | +19.3% | +31.3% |
| YTD | -10.2% | +17.8% | -28.0% | -19.8% |
| 1Y | -14.1% | +13.6% | -27.7% | -21.9% |
| 3Y | -11.7% | +89.2% | -100.9% | -42.4% |
| 5Y | -33.5% | +51.1% | -84.5% | -51.2% |
| 10Y | +133.1% | +228.1% | -95.1% | -9.5% |
| All | +161.8% | +327.3% | -165.5% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling