+955.2%
APH vs WDAY
+121.2%
+833.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.0% | -4.6% | -0.5% | -4.2% |
| 30D | -8.4% | +1.2% | -9.6% | -8.9% |
| 3M | -4.5% | +2.6% | -7.1% | -6.4% |
| 6M | +25.3% | +47.8% | -22.5% | +9.8% |
| YTD | +18.9% | -12.1% | +31.0% | +18.7% |
| 1Y | +11.9% | -17.1% | +29.1% | +13.5% |
| 3Y | +278.0% | -17.9% | +295.8% | +272.2% |
| 5Y | +306.4% | -35.1% | +341.5% | +314.2% |
| 10Y | +955.2% | +130.1% | +825.0% | +657.8% |
| All | +955.2% | +121.2% | +833.9% | +657.8% |
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