-37.1%
APP vs WDAY
-15.4%
-21.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.1% |
| 7D | +79.2% | -4.0% | +83.2% | +80.7% |
| 30D | +48.0% | +1.9% | +46.1% | +46.8% |
| 3M | +18.2% | +5.9% | +12.3% | +15.1% |
| 6M | -12.5% | +48.8% | -61.3% | -24.9% |
| YTD | -39.2% | -11.4% | -27.7% | -47.3% |
| All | -37.1% | -15.4% | -21.7% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling