-13.2%
WDAY vs APTV
-48.7%
+35.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.8% | -1.7% | +3.6% | +2.1% |
| 30D | +4.1% | -11.6% | +15.7% | +6.2% |
| 3M | -4.8% | -21.2% | +16.3% | -1.1% |
| 6M | +68.6% | -28.5% | +97.1% | +75.5% |
| YTD | -8.5% | -49.1% | +40.5% | +1.8% |
| 1Y | -12.1% | -52.2% | +40.1% | -0.9% |
| 3Y | -13.2% | -48.6% | +35.4% | -10.4% |
| All | -13.2% | -48.7% | +35.5% | -10.4% |
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