-50.0%
APLD vs WDAY
-16.0%
-33.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -3.6% | +13.4% | +8.3% |
| 7D | -12.7% | -2.5% | -10.2% | -13.5% |
| 30D | -34.7% | +4.7% | -39.4% | -33.3% |
| 3M | -46.1% | +13.3% | -59.4% | -42.3% |
| 6M | -64.9% | +57.3% | -122.2% | -54.8% |
| YTD | -36.6% | -10.2% | -26.4% | -10.1% |
| 1Y | -50.0% | -14.1% | -35.9% | -26.5% |
| All | -50.0% | -16.0% | -33.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling