+298.1%
APP vs WDAY
-33.9%
+332.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.9% | +2.2% |
| 7D | +4.6% | +1.8% | +2.7% | +3.5% |
| 30D | +56.0% | +4.1% | +52.0% | +51.7% |
| 3M | +30.8% | -4.8% | +35.7% | +32.7% |
| 6M | -9.8% | +68.6% | -78.4% | -39.2% |
| YTD | -39.3% | -8.5% | -30.8% | -39.5% |
| 1Y | -26.4% | -12.1% | -14.3% | -25.4% |
| 3Y | +887.9% | -13.2% | +901.1% | +783.3% |
| All | +298.1% | -33.9% | +332.0% | +388.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling