+165.8%
WDAY vs ALLE
+260.9%
-95.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.9% |
| 7D | -4.4% | -0.2% | -4.1% | -4.3% |
| 30D | +14.7% | -6.8% | +21.5% | +18.9% |
| 3M | +32.4% | +21.0% | +11.3% | +19.0% |
| 6M | +36.9% | +1.1% | +35.8% | +33.6% |
| YTD | -8.8% | -0.5% | -8.3% | -10.9% |
| 1Y | -15.3% | -7.3% | -8.0% | -14.2% |
| 3Y | -21.2% | +42.3% | -63.5% | -39.7% |
| 5Y | -29.5% | +13.5% | -43.0% | -39.6% |
| 10Y | +120.0% | +144.0% | -24.0% | +3.6% |
| All | +165.8% | +260.9% | -95.1% | -3.1% |
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