-15.6%
WDAY vs APD
+23.7%
-39.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.2% |
| 7D | -4.8% | +2.2% | -6.9% | -4.5% |
| 30D | +2.5% | +9.4% | -6.9% | +3.7% |
| 3M | +8.8% | +4.7% | +4.1% | +9.4% |
| 6M | +60.7% | +5.5% | +55.2% | +62.3% |
| YTD | -11.2% | +31.4% | -42.6% | -9.4% |
| 1Y | -15.6% | +24.1% | -39.7% | -13.3% |
| All | -15.6% | +23.7% | -39.3% | -13.3% |
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