-34.1%
WDAY vs APD
+11.0%
-45.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | +4.7% | +9.6% | -4.9% | +2.1% |
| 3M | +13.3% | +1.6% | +11.7% | +12.8% |
| 6M | +57.3% | +2.2% | +55.1% | +55.9% |
| YTD | -10.2% | +25.9% | -36.1% | -17.4% |
| 1Y | -14.1% | +20.1% | -34.2% | -20.0% |
| 3Y | -11.7% | +12.4% | -24.1% | -17.6% |
| All | -34.1% | +11.0% | -45.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling