+282.2%
APH vs WDAY
-33.8%
+316.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.7% | +4.6% |
| 7D | -5.9% | -2.5% | -3.5% | -5.7% |
| 30D | -14.8% | +4.7% | -19.5% | -15.6% |
| 3M | -12.4% | +13.3% | -25.7% | -15.0% |
| 6M | +8.1% | +57.3% | -49.2% | -3.2% |
| YTD | +10.9% | -10.2% | +21.1% | +13.6% |
| 1Y | +8.8% | -14.1% | +22.8% | +12.6% |
| 3Y | +262.1% | -11.7% | +273.7% | +257.5% |
| All | +282.2% | -33.8% | +316.0% | +301.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling