+130.1%
WDAY vs ATI
+1,024.4%
-894.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | -4.6% | +1.3% | -5.9% | -4.8% |
| 30D | +1.2% | -4.8% | +6.0% | +1.5% |
| 3M | +2.6% | -19.9% | +22.5% | +5.3% |
| 6M | +47.8% | +15.4% | +32.4% | +41.8% |
| YTD | -12.1% | +59.2% | -71.3% | -21.3% |
| 1Y | -17.1% | +86.3% | -103.4% | -28.0% |
| 3Y | -17.9% | +318.2% | -336.1% | -40.6% |
| 5Y | -35.1% | +958.6% | -993.7% | -61.4% |
| 10Y | +130.1% | +996.8% | -866.6% | +27.1% |
| All | +130.1% | +1,024.4% | -894.3% | +27.1% |
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