+296.4%
APH vs WDAY
-35.8%
+332.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +11.1% | -4.8% | +15.9% | +11.8% |
| 30D | -7.3% | +2.5% | -9.8% | -7.9% |
| 3M | -6.2% | +8.8% | -14.9% | -8.3% |
| 6M | +24.9% | +60.7% | -35.8% | +11.3% |
| YTD | +18.4% | -11.2% | +29.7% | +21.5% |
| 1Y | +13.0% | -15.6% | +28.6% | +17.4% |
| 3Y | +276.4% | -17.1% | +293.5% | +278.9% |
| 5Y | +296.4% | -35.7% | +332.1% | +317.0% |
| All | +296.4% | -35.8% | +332.3% | +317.0% |
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