+296.2%
WDAY vs APD
+464.6%
-168.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.0% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | +4.7% | +9.6% | -4.9% | +0.6% |
| 3M | +13.3% | +1.6% | +11.7% | +12.5% |
| 6M | +57.3% | +2.2% | +55.1% | +54.6% |
| YTD | -10.2% | +25.9% | -36.1% | -20.6% |
| 1Y | -14.1% | +20.1% | -34.2% | -22.7% |
| 3Y | -11.7% | +12.4% | -24.1% | -21.6% |
| 5Y | -33.5% | +11.1% | -44.6% | -41.6% |
| 10Y | +133.1% | +190.1% | -57.1% | +13.9% |
| All | +296.2% | +464.6% | -168.4% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling