+520.8%
APP vs WDAY
-27.1%
+547.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.6% |
| 7D | +48.9% | -5.3% | +54.2% | +53.1% |
| 30D | +49.4% | +1.5% | +47.9% | +47.2% |
| 3M | +27.0% | +5.5% | +21.6% | +19.7% |
| 6M | -15.4% | +57.4% | -72.8% | -40.6% |
| YTD | -39.9% | -11.0% | -28.9% | -39.3% |
| 1Y | -32.0% | -15.8% | -16.2% | -29.2% |
| 3Y | +824.3% | -16.9% | +841.2% | +754.9% |
| 5Y | +252.4% | -35.3% | +287.7% | +307.2% |
| All | +520.8% | -27.1% | +547.9% | +503.4% |
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