+113.6%
WDAY vs APA
-4.0%
+117.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.1% |
| 7D | -6.1% | -1.7% | -4.4% | -5.9% |
| 30D | +3.7% | +15.7% | -12.0% | +1.7% |
| 3M | +29.6% | +16.5% | +13.1% | +26.7% |
| 6M | +23.3% | +35.1% | -11.8% | +18.0% |
| YTD | -13.3% | +82.2% | -95.5% | -20.4% |
| 1Y | -19.6% | +102.5% | -122.1% | -27.6% |
| 3Y | -25.7% | +10.3% | -36.0% | -29.3% |
| 5Y | -31.6% | +166.1% | -197.7% | -43.3% |
| All | +113.6% | -4.0% | +117.5% | +70.4% |
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