-15.3%
WDAY vs ATI
+176.2%
-191.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -4.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.3% |
| 30D | +14.7% | +2.7% | +12.0% | +15.9% |
| 3M | +32.4% | +16.3% | +16.1% | +39.8% |
| 6M | +36.9% | +30.2% | +6.7% | +50.1% |
| YTD | -8.8% | +83.6% | -92.4% | +1.4% |
| 1Y | -15.3% | +173.0% | -188.3% | -5.0% |
| All | -15.3% | +176.2% | -191.5% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling