-30.6%
WDAY vs AFL
+133.8%
-164.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -5.2% | -1.6% | -3.5% | -4.6% |
| 30D | +5.9% | -4.0% | +10.0% | +7.3% |
| 3M | +42.3% | -0.5% | +42.8% | +42.6% |
| 6M | +34.7% | +6.5% | +28.2% | +31.9% |
| YTD | -13.5% | +6.2% | -19.7% | -15.4% |
| 1Y | -18.1% | +8.3% | -26.4% | -20.4% |
| 3Y | -26.4% | +62.5% | -88.9% | -38.4% |
| All | -30.6% | +133.8% | -164.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling