+174.0%
WDAY vs ALLE
+344.1%
-170.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.1% |
| 7D | -1.2% | +6.7% | -7.9% | -4.6% |
| 30D | +6.8% | +25.4% | -18.6% | -5.3% |
| 3M | +17.8% | +16.9% | +0.9% | +8.2% |
| 6M | +57.8% | +46.6% | +11.3% | +27.6% |
| YTD | -6.0% | +22.4% | -28.4% | -17.8% |
| 1Y | -13.5% | +17.7% | -31.3% | -22.8% |
| 3Y | -7.6% | +96.3% | -103.9% | -40.9% |
| 5Y | -30.5% | +57.4% | -87.9% | -50.1% |
| 10Y | +143.9% | +241.0% | -97.2% | -7.1% |
| All | +174.0% | +344.1% | -170.1% | -10.6% |
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