+1,104.1%
APH vs WDAY
+307.5%
+796.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -46.9% | -47.6% |
| 7D | -48.7% | +1.1% | -49.9% | -48.8% |
| 30D | -51.9% | +14.7% | -66.7% | -53.6% |
| 3M | -43.6% | +32.4% | -75.9% | -47.8% |
| 6M | -37.5% | +36.9% | -74.4% | -43.5% |
| YTD | -38.6% | -8.8% | -29.8% | -39.0% |
| 1Y | -26.3% | -15.3% | -11.0% | -25.8% |
| 3Y | +89.2% | -21.2% | +110.4% | +89.8% |
| 5Y | +119.8% | -29.5% | +149.3% | +119.8% |
| 10Y | +454.3% | +120.0% | +334.2% | +315.3% |
| All | +1,104.1% | +307.5% | +796.6% | +727.9% |
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