+2,351.8%
APH vs WDAY
+320.1%
+2,031.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.0% | -8.1% | -6.6% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -9.5% | +6.8% | -16.3% | -11.0% |
| 3M | -7.6% | +17.8% | -25.5% | -12.0% |
| 6M | +12.4% | +57.8% | -45.4% | -1.7% |
| YTD | +17.5% | -6.0% | +23.5% | +15.2% |
| 1Y | +16.4% | -13.5% | +30.0% | +16.4% |
| 3Y | +281.6% | -7.6% | +289.2% | +265.6% |
| 5Y | +317.7% | -30.5% | +348.3% | +316.8% |
| 10Y | +967.8% | +143.9% | +824.0% | +679.8% |
| All | +2,351.8% | +320.1% | +2,031.7% | +1,563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling