+123.9%
WDAY vs ALLY
+201.0%
-77.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | +1.9% | +3.4% | -1.5% | +0.7% |
| 3M | +5.9% | -11.1% | +16.9% | +10.1% |
| 6M | +48.8% | -11.5% | +60.3% | +54.2% |
| YTD | -11.4% | -12.3% | +0.9% | -8.4% |
| 1Y | -15.5% | +1.1% | -16.6% | -16.9% |
| 3Y | -15.6% | +64.8% | -80.4% | -32.6% |
| 5Y | -35.2% | -6.9% | -28.3% | -39.3% |
| 10Y | +123.9% | +194.9% | -71.1% | +40.3% |
| All | +123.9% | +201.0% | -77.2% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling