+883.4%
APH vs WDAY
+128.9%
+754.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.9% |
| 7D | -5.9% | -2.5% | -3.5% | -5.5% |
| 30D | -14.8% | +4.7% | -19.5% | -16.0% |
| 3M | -12.4% | +13.3% | -25.7% | -16.2% |
| 6M | +8.1% | +57.3% | -49.2% | -6.8% |
| YTD | +10.9% | -10.2% | +21.1% | +10.2% |
| 1Y | +8.8% | -14.1% | +22.8% | +9.3% |
| 3Y | +262.1% | -11.7% | +273.7% | +249.1% |
| 5Y | +283.1% | -33.5% | +316.6% | +288.3% |
| All | +883.4% | +128.9% | +754.5% | +603.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling