-12.1%
WDAY vs ADVB
-72.7%
+60.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -23.6% | +26.6% | +2.7% |
| 7D | +1.8% | +27.8% | -25.9% | +2.2% |
| 30D | +4.1% | -50.8% | +54.8% | +3.4% |
| 3M | -4.8% | -70.5% | +65.7% | -5.9% |
| 6M | +68.6% | -46.7% | +115.4% | +61.4% |
| YTD | -8.5% | -56.7% | +48.1% | -10.7% |
| 1Y | -12.1% | -71.8% | +59.7% | -11.9% |
| All | -12.1% | -72.7% | +60.6% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling