-16.6%
APP vs WDAY
+52.1%
-68.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.6% | +13.5% | +10.7% |
| 7D | +71.2% | -2.5% | +73.7% | +71.9% |
| 30D | +39.1% | +4.7% | +34.4% | +36.9% |
| 3M | +16.5% | +13.3% | +3.2% | +10.9% |
| 6M | -16.6% | +57.3% | -73.9% | -29.5% |
| All | -16.6% | +52.1% | -68.6% | -29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling