-28.6%
WDAY vs ALLY
+1.6%
-30.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -4.4% | +3.7% | -8.0% | -5.5% |
| 30D | +14.7% | -2.3% | +17.0% | +15.6% |
| 3M | +32.4% | +3.8% | +28.5% | +30.4% |
| 6M | +36.9% | +9.7% | +27.2% | +31.3% |
| YTD | -8.8% | -1.4% | -7.4% | -9.2% |
| 1Y | -15.3% | +8.2% | -23.5% | -18.5% |
| 3Y | -21.2% | +66.5% | -87.7% | -37.5% |
| All | -28.6% | +1.6% | -30.2% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling