+303.5%
WDAY vs APTV
+58.1%
+245.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.8% | -1.7% | +3.6% | +2.5% |
| 30D | +4.1% | -11.6% | +15.7% | +8.6% |
| 3M | -4.8% | -21.2% | +16.3% | +3.2% |
| 6M | +68.6% | -28.5% | +97.1% | +85.0% |
| YTD | -8.5% | -49.1% | +40.5% | +12.6% |
| 1Y | -12.1% | -52.2% | +40.1% | +10.8% |
| 3Y | -13.2% | -48.6% | +35.4% | +0.5% |
| 5Y | -33.7% | -77.3% | +43.5% | +3.1% |
| 10Y | +137.4% | -26.9% | +164.3% | +87.8% |
| All | +303.5% | +58.1% | +245.3% | +196.2% |
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 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