+123.5%
WDAY vs ALLY
+124.8%
-1.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.3% |
| 6M | +36.9% | +9.7% | +27.2% | +31.1% |
| YTD | -8.8% | -1.4% | -7.4% | -9.3% |
| 1Y | -15.3% | +8.2% | -23.5% | -18.7% |
| 3Y | -21.2% | +66.5% | -87.7% | -37.7% |
| 5Y | -29.5% | +1.2% | -30.7% | -36.1% |
| 10Y | +120.0% | +191.4% | -71.4% | +20.7% |
| All | +123.5% | +124.8% | -1.3% | +39.7% |
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