+136.8%
WDAY vs APA
+7.0%
+129.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | -4.8% | +9.6% | -14.4% | -5.9% |
| 30D | +2.5% | -0.2% | +2.7% | +2.3% |
| 3M | +8.8% | +19.8% | -11.1% | +5.9% |
| 6M | +60.7% | +30.1% | +30.7% | +54.6% |
| YTD | -11.2% | +100.4% | -111.7% | -19.7% |
| 1Y | -15.6% | +105.2% | -120.8% | -24.0% |
| 3Y | -17.1% | +44.6% | -61.7% | -24.0% |
| 5Y | -35.7% | +88.8% | -124.5% | -44.3% |
| All | +136.8% | +7.0% | +129.8% | +85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling