+506.6%
APP vs WDAY
-28.0%
+534.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.1% |
| 7D | +61.1% | -4.6% | +65.7% | +65.0% |
| 30D | +42.8% | +1.2% | +41.5% | +40.9% |
| 3M | +16.7% | +2.6% | +14.1% | +11.9% |
| 6M | -15.6% | +47.8% | -63.4% | -38.4% |
| YTD | -41.3% | -12.1% | -29.2% | -40.3% |
| 1Y | -39.3% | -17.1% | -22.1% | -36.2% |
| 3Y | +803.2% | -17.9% | +821.1% | +741.1% |
| 5Y | +313.2% | -35.1% | +348.2% | +376.3% |
| All | +506.6% | -28.0% | +534.6% | +493.6% |
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