+113.3%
WDAY vs ATI
+1,068.2%
-954.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -7.4% | +2.4% | -9.8% | -7.7% |
| 30D | +1.0% | -9.5% | +10.5% | +2.4% |
| 3M | +32.7% | +10.4% | +22.3% | +29.5% |
| 6M | +25.6% | +31.8% | -6.2% | +18.1% |
| YTD | -13.4% | +80.0% | -93.4% | -23.4% |
| 1Y | -19.4% | +175.8% | -195.2% | -34.4% |
| 3Y | -25.8% | +364.2% | -390.0% | -46.7% |
| 5Y | -31.1% | +1,076.9% | -1,108.0% | -59.2% |
| 10Y | +113.3% | +1,178.1% | -1,064.8% | +16.3% |
| All | +113.3% | +1,068.2% | -954.9% | +16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling