+296.2%
WDAY vs APA
-28.5%
+324.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.3% | -4.0% |
| 7D | -2.5% | -15.5% | +13.0% | -0.2% |
| 30D | +4.7% | +2.4% | +2.3% | +4.1% |
| 3M | +13.3% | +22.8% | -9.5% | +9.6% |
| 6M | +57.3% | +17.9% | +39.4% | +52.6% |
| YTD | -10.2% | +87.7% | -97.9% | -19.0% |
| 1Y | -14.1% | +94.2% | -108.3% | -23.0% |
| 3Y | -11.7% | +27.2% | -38.9% | -18.3% |
| 5Y | -33.5% | +74.1% | -107.6% | -42.9% |
| 10Y | +133.1% | +2.6% | +130.4% | +85.9% |
| All | +296.2% | -28.5% | +324.7% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling