+244.7%
APLD vs WDAY
-15.8%
+260.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +7.8% |
| 7D | +3.1% | -4.0% | +7.1% | +3.8% |
| 30D | -29.4% | +1.9% | -31.3% | -29.8% |
| 3M | -42.8% | +5.9% | -48.7% | -44.2% |
| 6M | -59.5% | +48.8% | -108.3% | -65.2% |
| YTD | -31.8% | -11.4% | -20.4% | -27.7% |
| 1Y | -46.0% | -15.5% | -30.5% | -41.3% |
| 3Y | +252.0% | -15.6% | +267.6% | +263.0% |
| All | +244.7% | -15.8% | +260.5% | +190.4% |
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