+316.8%
APP vs WDAY
-23.0%
+339.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +9.5% |
| 7D | +4.5% | -1.2% | +5.8% | +5.3% |
| 30D | -3.6% | +6.8% | -10.4% | -7.5% |
| 3M | -35.3% | +17.8% | -53.1% | -42.7% |
| 6M | -42.8% | +57.8% | -100.6% | -59.6% |
| YTD | -59.7% | -6.0% | -53.6% | -60.4% |
| 1Y | -55.4% | -13.5% | -41.8% | -53.9% |
| 3Y | +592.0% | -7.6% | +599.6% | +493.4% |
| 5Y | +175.7% | -30.5% | +206.3% | +207.0% |
| All | +316.8% | -23.0% | +339.8% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling