+130.1%
WDAY vs APD
+187.0%
-56.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.6% | -0.2% | -4.3% | -4.5% |
| 30D | +1.2% | +11.0% | -9.8% | -3.0% |
| 3M | +2.6% | +1.3% | +1.2% | +1.9% |
| 6M | +47.8% | +6.4% | +41.4% | +43.1% |
| YTD | -12.1% | +28.9% | -41.0% | -22.6% |
| 1Y | -17.1% | +23.2% | -40.4% | -25.9% |
| 3Y | -17.9% | +26.3% | -44.2% | -30.4% |
| 5Y | -35.1% | +12.0% | -47.1% | -42.9% |
| 10Y | +130.1% | +183.2% | -53.0% | +6.5% |
| All | +130.1% | +187.0% | -56.9% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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