+302.1%
WDAY vs APD
+458.0%
-155.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | -4.4% | -2.2% | -2.1% | -3.5% |
| 30D | +14.7% | +2.1% | +12.6% | +13.8% |
| 3M | +32.4% | +7.2% | +25.2% | +28.0% |
| 6M | +36.9% | +11.2% | +25.6% | +28.9% |
| YTD | -8.8% | +24.4% | -33.2% | -18.9% |
| 1Y | -15.3% | +6.7% | -22.0% | -19.6% |
| 3Y | -21.2% | +9.2% | -30.5% | -29.0% |
| 5Y | -29.5% | +27.4% | -56.9% | -42.6% |
| 10Y | +120.0% | +164.8% | -44.8% | +12.9% |
| All | +302.1% | +458.0% | -155.9% | +75.7% |
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