-11.7%
WDAY vs APA
+24.2%
-35.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.3% | -3.9% |
| 7D | -2.5% | -15.5% | +13.0% | -0.8% |
| 30D | +4.7% | +2.4% | +2.3% | +4.2% |
| 3M | +13.3% | +22.8% | -9.5% | +10.5% |
| 6M | +57.3% | +17.9% | +39.4% | +53.7% |
| YTD | -10.2% | +87.7% | -97.9% | -16.7% |
| 1Y | -14.1% | +94.2% | -108.3% | -20.7% |
| 3Y | -11.7% | +27.2% | -38.9% | -18.9% |
| All | -11.7% | +24.2% | -35.9% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling