+136.8%
WDAY vs APD
+191.6%
-54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.8% | +2.2% | -6.9% | -5.6% |
| 30D | +2.5% | +9.4% | -6.9% | -1.2% |
| 3M | +8.8% | +4.7% | +4.1% | +6.7% |
| 6M | +60.7% | +5.5% | +55.2% | +56.4% |
| YTD | -11.2% | +31.4% | -42.6% | -22.5% |
| 1Y | -15.6% | +24.1% | -39.7% | -24.7% |
| 3Y | -17.1% | +28.8% | -45.9% | -30.3% |
| 5Y | -35.7% | +15.8% | -51.5% | -44.3% |
| All | +136.8% | +191.6% | -54.8% | +6.9% |
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