+302.1%
WDAY vs APTV
+95.7%
+206.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.4% | -6.5% |
| 7D | -4.4% | +4.8% | -9.2% | -6.0% |
| 30D | +14.7% | +2.0% | +12.7% | +13.9% |
| 3M | +32.4% | -34.2% | +66.6% | +52.1% |
| 6M | +36.9% | -34.7% | +71.5% | +55.3% |
| YTD | -8.8% | -37.0% | +28.1% | +4.3% |
| 1Y | -15.3% | -40.4% | +25.1% | -1.3% |
| 3Y | -21.2% | -54.1% | +32.9% | -3.4% |
| 5Y | -29.5% | -68.0% | +38.5% | -3.7% |
| 10Y | +120.0% | -15.5% | +135.6% | +67.1% |
| All | +302.1% | +95.7% | +206.4% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling