-20.8%
WDAY vs ALLY
+63.1%
-83.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +3.7% | -8.0% | -5.2% |
| 30D | +14.7% | -2.3% | +17.0% | +15.4% |
| 3M | +32.4% | +3.8% | +28.5% | +30.9% |
| 6M | +36.9% | +9.7% | +27.2% | +32.5% |
| YTD | -8.8% | -1.4% | -7.4% | -9.0% |
| 1Y | -15.3% | +8.2% | -23.5% | -17.8% |
| All | -20.8% | +63.1% | -83.9% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling