+2,464.8%
APH vs WDAY
+307.5%
+2,157.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | +2.0% |
| 7D | +5.0% | -4.4% | +9.3% | +5.9% |
| 30D | -3.9% | +14.7% | -18.6% | -7.5% |
| 3M | +13.0% | +32.4% | -19.4% | +4.1% |
| 6M | +25.2% | +36.9% | -11.7% | +12.9% |
| YTD | +22.9% | -8.8% | +31.8% | +21.8% |
| 1Y | +47.8% | -15.3% | +63.1% | +48.5% |
| 3Y | +283.0% | -21.2% | +304.2% | +283.2% |
| 5Y | +349.7% | -29.5% | +379.2% | +348.4% |
| 10Y | +1,061.2% | +120.0% | +941.2% | +768.0% |
| All | +2,464.8% | +307.5% | +2,157.4% | +1,658.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded WDAY 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling