+378.5%
APP vs WDAY
-29.0%
+407.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | +0.2% |
| 7D | +0.1% | -6.1% | +6.2% | +3.6% |
| 30D | -10.0% | +3.7% | -13.7% | -13.6% |
| 3M | -44.6% | +29.6% | -74.2% | -54.8% |
| 6M | -37.9% | +23.3% | -61.2% | -48.6% |
| YTD | -53.7% | -13.3% | -40.4% | -52.1% |
| 1Y | -43.0% | -19.6% | -23.3% | -39.1% |
| 3Y | +640.8% | -25.7% | +666.4% | +658.6% |
| 5Y | +358.8% | -31.6% | +390.4% | +414.4% |
| All | +378.5% | -29.0% | +407.5% | +376.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling