+528.8%
APP vs WDAY
-27.5%
+556.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.6% |
| 7D | +79.2% | -4.0% | +83.2% | +82.8% |
| 30D | +48.0% | +1.9% | +46.1% | +45.4% |
| 3M | +18.2% | +5.9% | +12.3% | +11.1% |
| 6M | -12.5% | +48.8% | -61.3% | -36.4% |
| YTD | -39.2% | -11.4% | -27.7% | -38.4% |
| 1Y | -33.9% | -15.5% | -18.3% | -31.4% |
| 3Y | +933.3% | -15.6% | +948.9% | +841.5% |
| 5Y | +295.9% | -35.2% | +331.1% | +357.3% |
| All | +528.8% | -27.5% | +556.3% | +512.8% |
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