+653.5%
APP vs WDAY
-20.6%
+674.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +4.0% |
| 7D | +0.9% | -4.4% | +5.2% | +2.2% |
| 30D | -23.3% | +14.7% | -38.0% | -27.2% |
| 3M | -42.6% | +32.4% | -75.0% | -48.8% |
| 6M | -33.6% | +36.9% | -70.5% | -42.1% |
| YTD | -52.4% | -8.8% | -43.6% | -52.7% |
| 1Y | -35.9% | -15.3% | -20.6% | -35.2% |
| All | +653.5% | -20.6% | +674.2% | +610.2% |
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