+249.5%
APLD vs WDAY
-15.6%
+265.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +19.6% | -4.8% | +24.4% | +20.6% |
| 30D | -24.5% | +2.5% | -26.9% | -25.0% |
| 3M | -45.6% | +8.8% | -54.3% | -47.2% |
| 6M | -61.4% | +60.7% | -122.1% | -67.8% |
| YTD | -30.9% | -11.2% | -19.6% | -26.7% |
| 1Y | -35.8% | -15.6% | -20.2% | -30.1% |
| 3Y | +261.4% | -17.1% | +278.5% | +277.1% |
| All | +249.5% | -15.6% | +265.1% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling