-37.3%
APLD vs WDAY
-15.6%
-21.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.2% | +6.2% | +7.9% |
| 7D | +7.8% | -5.3% | +13.1% | +5.6% |
| 30D | -23.0% | +1.5% | -24.5% | -22.3% |
| 3M | -39.7% | +5.5% | -45.1% | -37.5% |
| 6M | -59.8% | +57.4% | -117.3% | -48.4% |
| YTD | -27.0% | -11.0% | -16.0% | +3.4% |
| 1Y | -37.3% | -15.8% | -21.5% | -7.9% |
| All | -37.3% | -15.6% | -21.7% | -7.9% |
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 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