+120.2%
WDAY vs ALLY
+98.1%
+22.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.8% |
| 30D | +4.7% | +3.1% | +1.6% | +3.5% |
| 3M | +13.3% | -12.6% | +25.9% | +18.6% |
| 6M | +57.3% | -12.4% | +69.7% | +63.7% |
| YTD | -10.2% | -13.2% | +3.0% | -6.7% |
| 1Y | -14.1% | +1.8% | -15.9% | -15.7% |
| 3Y | -11.7% | +58.0% | -69.6% | -28.8% |
| 5Y | -33.5% | -8.4% | -25.0% | -37.4% |
| 10Y | +133.1% | +195.3% | -62.2% | +26.0% |
| All | +120.2% | +98.1% | +22.2% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling