+443.7%
APLD vs WDAY
-13.3%
+457.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.4% | +7.2% | +2.9% |
| 7D | +4.1% | -4.4% | +8.4% | +5.0% |
| 30D | -11.7% | +14.7% | -26.5% | -15.1% |
| 3M | -40.3% | +32.4% | -72.6% | -45.4% |
| 6M | -8.0% | +36.9% | -44.8% | -19.2% |
| YTD | +7.5% | -8.8% | +16.4% | +13.9% |
| 1Y | +84.0% | -15.3% | +99.3% | +101.1% |
| 3Y | +356.2% | -21.2% | +377.4% | +394.6% |
| All | +443.7% | -13.3% | +457.0% | +357.5% |
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 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