+2,361.1%
APH vs WDAY
+297.8%
+2,063.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +0.4% | -5.3% | +5.7% | +1.4% |
| 30D | -8.0% | +1.5% | -9.5% | -8.6% |
| 3M | -5.0% | +5.5% | -10.5% | -7.3% |
| 6M | +29.9% | +57.4% | -27.5% | +13.5% |
| YTD | +18.0% | -11.0% | +29.0% | +16.8% |
| 1Y | +11.3% | -15.8% | +27.1% | +11.7% |
| 3Y | +274.9% | -16.9% | +291.8% | +268.1% |
| 5Y | +300.6% | -35.3% | +335.8% | +305.6% |
| 10Y | +944.2% | +131.0% | +813.2% | +670.6% |
| All | +2,361.1% | +297.8% | +2,063.3% | +1,587.1% |
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