-16.6%
WDAY vs APD
+21.8%
-38.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.2% |
| 7D | -4.0% | -1.6% | -2.4% | -4.2% |
| 30D | +1.9% | +10.6% | -8.7% | +3.4% |
| 3M | +5.9% | +2.5% | +3.4% | +6.2% |
| 6M | +48.8% | +6.0% | +42.8% | +50.9% |
| YTD | -11.4% | +28.4% | -39.9% | -9.8% |
| All | -16.6% | +21.8% | -38.3% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling