+220.6%
APLD vs WDAY
-14.6%
+235.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.6% | +13.4% | +10.4% |
| 7D | -12.7% | -2.5% | -10.2% | -12.4% |
| 30D | -34.7% | +4.7% | -39.4% | -35.4% |
| 3M | -46.1% | +13.3% | -59.4% | -48.3% |
| 6M | -64.9% | +57.3% | -122.2% | -70.5% |
| YTD | -36.6% | -10.2% | -26.4% | -32.9% |
| 1Y | -50.0% | -14.1% | -35.9% | -45.8% |
| 3Y | +190.1% | -11.7% | +201.8% | +192.6% |
| All | +220.6% | -14.6% | +235.2% | +169.4% |
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