+803.2%
APP vs WDAY
-16.6%
+819.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | +61.1% | -4.6% | +65.7% | +63.1% |
| 30D | +42.8% | +1.2% | +41.5% | +41.8% |
| 3M | +16.7% | +2.6% | +14.1% | +14.4% |
| 6M | -15.6% | +47.8% | -63.4% | -28.1% |
| YTD | -41.3% | -12.1% | -29.2% | -41.5% |
| 1Y | -39.3% | -17.1% | -22.1% | -38.5% |
| 3Y | +803.2% | -17.9% | +821.1% | +769.7% |
| All | +803.2% | -16.6% | +819.8% | +769.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling