+243.9%
APLD vs WDAY
-16.4%
+260.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -6.3% | -4.6% | -1.8% | -5.6% |
| 30D | -29.6% | +1.2% | -30.8% | -29.9% |
| 3M | -42.6% | +2.6% | -45.2% | -43.6% |
| 6M | -59.6% | +47.8% | -107.3% | -65.3% |
| YTD | -32.0% | -12.1% | -19.9% | -27.8% |
| 1Y | -46.9% | -17.1% | -29.8% | -41.8% |
| 3Y | +255.7% | -17.9% | +273.5% | +271.7% |
| All | +243.9% | -16.4% | +260.3% | +190.1% |
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