+111.5%
WDAY vs AFL
+300.4%
-188.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -10.5% | -3.3% | -7.3% | -9.4% |
| 30D | +2.1% | -5.0% | +7.1% | +4.1% |
| 3M | +34.6% | -1.8% | +36.4% | +35.7% |
| 6M | +29.9% | +4.8% | +25.1% | +27.4% |
| YTD | -13.8% | +5.4% | -19.3% | -15.8% |
| 1Y | -18.3% | +9.0% | -27.3% | -21.2% |
| 3Y | -26.2% | +63.0% | -89.2% | -40.1% |
| 5Y | -30.8% | +134.5% | -165.3% | -52.3% |
| All | +111.5% | +300.4% | -188.9% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling