+503.8%
APP vs WDAY
-27.3%
+531.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.5% | -2.6% |
| 7D | +10.6% | -4.8% | +15.3% | +13.4% |
| 30D | +44.6% | +2.5% | +42.1% | +41.7% |
| 3M | +29.6% | +8.8% | +20.8% | +19.8% |
| 6M | -19.8% | +60.7% | -80.5% | -44.5% |
| YTD | -41.6% | -11.2% | -30.3% | -40.9% |
| 1Y | -32.7% | -15.6% | -17.1% | -30.1% |
| 3Y | +799.0% | -17.1% | +816.1% | +732.9% |
| 5Y | +250.4% | -35.7% | +286.1% | +306.7% |
| All | +503.8% | -27.3% | +531.1% | +487.8% |
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