-8.0%
APLD vs WDAY
+35.8%
-43.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | -1.2% |
| 7D | +4.1% | -4.4% | +8.4% | +1.6% |
| 30D | -11.7% | +14.7% | -26.5% | -3.3% |
| 3M | -40.3% | +32.4% | -72.6% | -26.4% |
| 6M | -8.0% | +36.9% | -44.8% | +19.0% |
| All | -8.0% | +35.8% | -43.7% | +19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling