-22.8%
WDAY vs ADVB
-88.3%
+65.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.4% |
| 7D | -4.4% | -3.8% | -0.6% | -4.4% |
| 30D | +14.7% | +17.6% | -2.8% | +14.8% |
| 3M | +32.4% | +119.1% | -86.8% | +29.1% |
| 6M | +36.9% | +103.4% | -66.5% | +32.6% |
| YTD | -8.8% | +59.8% | -68.7% | -11.1% |
| 1Y | -15.3% | +8.5% | -23.8% | -17.3% |
| All | -22.8% | -88.3% | +65.5% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling