+500.0%
APP vs WDAY
-26.4%
+526.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.6% | +13.5% | +12.0% |
| 7D | +71.2% | -2.5% | +73.7% | +73.2% |
| 30D | +39.1% | +4.7% | +34.4% | +34.6% |
| 3M | +16.5% | +13.3% | +3.2% | +5.1% |
| 6M | -16.6% | +57.3% | -73.9% | -41.4% |
| YTD | -41.9% | -10.2% | -31.8% | -41.6% |
| 1Y | -37.0% | -14.1% | -23.0% | -35.3% |
| 3Y | +892.4% | -11.7% | +904.1% | +770.5% |
| 5Y | +297.3% | -33.5% | +330.8% | +351.9% |
| All | +500.0% | -26.4% | +526.5% | +480.3% |
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 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