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  • WDAY vs APA✓SelectedUSD · APAWDAY vs APA performance historyLatest closeAs of-0.12%09/09
Stock and ETF performance explorer

WDAY vs APA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+113.3%
APA return
-1.1%
Excess return
+114.4%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioAPAExcessAlpha
1D-0.1%+3.0%-3.1%-0.5%
7D-7.4%+0.3%-7.7%-7.4%
30D+1.0%+9.3%-8.3%-0.2%
3M+32.7%+23.3%+9.3%+28.8%
6M+25.6%+39.5%-13.9%+19.6%
YTD-13.4%+87.6%-101.0%-20.8%
1Y-19.4%+114.2%-133.6%-27.9%
3Y-25.8%+13.6%-39.3%-29.7%
5Y-31.1%+175.6%-206.7%-43.2%
10Y+113.3%-2.6%+116.0%+69.6%
All+113.3%-1.1%+114.4%+69.6%

Cumulative growth

Daily Returns

Daily percentage return beside APA.

Daily Out/Under-Performance

Portfolio return minus APA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × APA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded APA 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling