-31.1%
WDAY vs APTV
-69.9%
+38.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.5% | +0.7% |
| 7D | -7.4% | -1.2% | -6.2% | -7.1% |
| 30D | +1.0% | -10.6% | +11.7% | +4.4% |
| 3M | +32.7% | -35.0% | +67.7% | +49.2% |
| 6M | +25.6% | -38.9% | +64.5% | +42.7% |
| YTD | -13.4% | -41.5% | +28.1% | -0.6% |
| 1Y | -19.4% | -45.8% | +26.4% | -5.3% |
| 3Y | -25.8% | -55.7% | +29.9% | -9.6% |
| 5Y | -31.1% | -70.1% | +39.0% | -11.2% |
| All | -31.1% | -69.9% | +38.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling