+269.3%
APLD vs WDAY
-15.3%
+284.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +7.1% |
| 7D | +7.8% | -5.3% | +13.1% | +8.9% |
| 30D | -23.0% | +1.5% | -24.5% | -23.4% |
| 3M | -39.7% | +5.5% | -45.1% | -41.1% |
| 6M | -59.8% | +57.4% | -117.3% | -66.2% |
| YTD | -27.0% | -11.0% | -16.0% | -22.6% |
| 1Y | -37.3% | -15.8% | -21.5% | -31.6% |
| 3Y | +281.9% | -16.9% | +298.8% | +298.2% |
| All | +269.3% | -15.3% | +284.6% | +210.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling