-25.7%
WDAY vs APTV
-54.7%
+29.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.2% | -4.1% |
| 7D | -6.1% | +2.0% | -8.1% | -6.4% |
| 30D | +3.7% | -7.7% | +11.4% | +5.1% |
| 3M | +29.6% | -34.0% | +63.6% | +38.1% |
| 6M | +23.3% | -37.1% | +60.4% | +32.3% |
| YTD | -13.3% | -39.9% | +26.6% | -6.2% |
| 1Y | -19.6% | -44.4% | +24.8% | -11.9% |
| 3Y | -25.7% | -54.5% | +28.8% | -22.0% |
| All | -25.7% | -54.7% | +29.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling