-11.7%
WDAY vs ALLY
+54.4%
-66.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +4.7% | +3.1% | +1.6% | +3.8% |
| 3M | +13.3% | -12.6% | +25.9% | +17.3% |
| 6M | +57.3% | -12.4% | +69.7% | +62.4% |
| YTD | -10.2% | -13.2% | +3.0% | -7.4% |
| 1Y | -14.1% | +1.8% | -15.9% | -15.4% |
| 3Y | -11.7% | +58.0% | -69.6% | -21.7% |
| All | -11.7% | +54.4% | -66.0% | -21.7% |
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