+302.1%
WDAY vs AFL
+577.1%
-274.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -4.4% | +0.6% | -5.0% | -4.6% |
| 30D | +14.7% | -6.2% | +20.9% | +17.7% |
| 3M | +32.4% | +2.2% | +30.2% | +31.1% |
| 6M | +36.9% | +5.3% | +31.6% | +33.7% |
| YTD | -8.8% | +8.0% | -16.8% | -12.1% |
| 1Y | -15.3% | +10.2% | -25.5% | -19.1% |
| 3Y | -21.2% | +67.1% | -88.3% | -38.2% |
| 5Y | -29.5% | +135.6% | -165.1% | -53.4% |
| 10Y | +120.0% | +299.4% | -179.3% | +4.7% |
| All | +302.1% | +577.1% | -274.9% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling